QUESTION 11 "An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 12% and a standard deviation of return of 9%. Stock B has an expected return of 5% and a standard deviation of return of 2%. The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 3.5%. The standard deviation of return on the optimal risky portfolio is Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05" QUESTION 12 "An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 996 and a standard deviation of return of 7.5%. Stock B has an expected return of 6.5% and a standard deviation of return of 1.5%. The correlation coefficient between the returns of A and B is -0.3. The risk-free rate of return is 2.5%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05