Question 19 (2.5 points) Sand An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected toturn of 127% and a standard deviation of return of 24.0%. Stock B has an expected return of 8.0% and a standard deviation of return of 21.0%. The correlation coefficient between the returns of A and B is 0.300. The risk-free rate of return 14.0%. The expected return on the optimal risky portfolio is approximately (Hint: Find weights first) e 3.4% 0 12.8% 11.6% 10.7%