Suppose that the expected rate of return for Stock A is 10% and for Stock B is 15%. Standard deviations of returns for Stock A and Stock B are 15% and 18%, respectively. There is an investment opportunity for a portfolio composed of these two stocks only in the market. You expect 20% rate of return from such an investment. If the correlation of returns between Stock A and Stock B is 0,50, what would be the weights of Stock A and Stock B in that portfolio?

A)50% Stock A, 50% Stock B

B)100% Stock A, 0% Stock B

C)200% Stock A, -100% Stock B

D)-100% Stock A, 200% Stock B