Question 21 (1 point) An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 10%, while the standard deviation on stock B is 16%. The correlation coefficient between the returns on A and B is 0%. The rate of return for stocks A and B is 10% and 20% respectively. The weight of stock B in the minimum-variance portfolio is 0.64 .36 172 By None of the answers is correct .28