QUESTION 12 "An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 6% and a standard deviation of return of 5%. Stock Bhas an expected return of 7.5% and a standard deviation of return of 6%. The correlation coefficient between the returns of A and B is 0.25. The risk-free rate of return is 2%. The proportion of the optimal risky portfolio that should be invested in stock Ais Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05