Question 2 1 pts You have the following information: stock A stock B risk-free return 9.78% 9.55% 3.09% Std. Dev 36.51% 52.34% 0 corr(A,B) 1.14% Suppose that the optimal risky portfolio has a weight of 29.44% in A and 100%-29.44% in B. (Note: these weights do not necessarily correspond to the ACTUAL optimal solution, but assume they are to answer this question). Karen has the following utility function: U = a x Vic b xoc, with a=9.80 and b=7.48. rc and Oc denote the return and the risk of the combined portfolio. Compute the weight of the optimal risky portfolio on Karen's overall portfolio