Question 2 (1 point) An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 0.14 and a standard deviation of return of 0.22. Stock B has an expected return of 0.13 and a standard deviation of return of 0.21. The correlation coefficient between the returns of A and B is 0.41. The risk-free rate of return is 0.08. The proportion of the optimal risky portfolio that should be invested in stock A is Please answer in decimal terms rounded to four decimal places. Your