Question 4 4 pts Capitial Investment hired a new analyst Jack Lee to evaluate a portfolio consisting of two stocks, Meta Platforms Inc (FB) and Walmart Inc (WMT). After exercising due diligence, Jack forecasts FB stock has an expected return of 15% and standard deviation of 25%, while WMT stock has an expected return of 10% and standard deviation of 20%. The correlation coefficient between stock returns of FB amd WMT is 0.4 and risk-free rate is 3%. If Jack is asked to design a optimal portfolio based on the above forecast, the proportion of the optimal risky portfolio that should be invested in WMT stock is 52.3% 36.7% 63.3% 47.7%