Seved Help Save & EX 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 18.0 Slock B has an expected return of 12% and a standard deviation of return of 3%. The correlation coefficient between the returns of A and B is 0.50. The risk tree rate of retum is 10%. The proportion of the optimal tisky portfolio that should be invested in stock Als Multiple Choice O 50% 32% 60%