Stock Expected return Standard deviation (%) A B 10% 15% 20 102 In addition you are given their correlation: PAB = 1/2. Consider the mean-variance efficient frontier generated by stocks A and B and the risk-free asset. Assume you run the mean-variance optimization setting a target expected return to 13%; the resulting frontier portfolio is invested 50% in A and 30% in B, and its standard deviation equals to 20%. When you run the mean-variance optimization setting a target expected return to 11% the resulting portfolio is invested 40% in the risk-free asset. . What are the weights of stocks A and B in the frontier portfolio with a target expected return of 11%?