Stock A has an expected return of 11.4% and a standard deviation of 8%. Stock B has an expected return of 12% and a standard deviation of 10%. The risk-free rate is 5%. The correlation coefficient, A,B = 1. You wish to construct an optimal portfolio using only stock A and stock B. Assume no short-selling allowed. What is the optimal weight, WB, in stock B?

A. 0%

B. 50%

C. 100%

D. Any value between 0 to 100%