Question 2 10 pts Consider a portfolio of two risky assets: A and B. Assume that the expected return of A is 10% and its standard deviation is 2%. Assume that the expected return of B is 13% and its standard deviation is 6%. These stocks have a correlation of 20%. If you want to achieve the minimum variance portfolio (MVP), what percentage of your wealth should be invested in stock A and B. respectively? O 86% (A), 14%(B) O 5%(A). 95% (B) O 95% (A), 5%(B) O 14% (A), 86% (B)