Question 37 4 pts An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 16% and a standard deviation of return of 30%. Stock B has an expected return of 16% and a standard deviation of return of 21%. The correlation coefficient between the returns of A and B is 0.6. The risk-free rate of return is 3.1%. What is the expected return on the optimal risky portfolio? Question 38 4 pts Stock A has an expected return of 19% and a standard deviation of 25%. Stock B has an expected return of 14% and a standard deviation of 17%. The risk-free rate is 5.4% and the correlation between Stock A and Stock B is 0.5. Build the optimal risky portfolio of Stock A and Stock B. What is the standard deviation of this portfolio?