Question 7 There is a risky portfolio composed of two stocks: JJH and VMN. Stock JJH has an expected return of 18.00% and a standard deviation of return 34.00%. Stock VMN has an expected return of 13.00% and a standard deviation of return 19.00%. The correlation coefficient the two stocks (in terms of their return histories) is 5 The risk-free rate of return is 9.00%. The proportion of the optimal risky portfolio that should be invested in stock VMN is approximately Use decimal format (e.g. 20% write as 20)