Question 39 Aps An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 39%. Stock B has an expected return of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is 0.35. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stock B is: When solving this problem, make sure you use at least 4 decimal places when completing the calculations and round your final answer to 2 decimal places. Please input your final answer as a percentage with 2 decimal places, without the percent sign. For example, 47.27. Hide Ston sharing