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QUESTION 13 An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 6% and

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QUESTION 13 "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 expected return on the optimal risky portfolio is Note: Express your answers in strictly numerical terms. For example, if the answer is 5Mwrite 0.05

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