The table below reports the expected returns and standard deviations of two stocks, as well as their weights in the optimal risky portfolio. The returns of stocks A and B have a covariance of 0.03. Suppose the risk-free rate at which one can invest or borrow is 4%. You wish to form an efficient portfolio P with a standard deviation of 30%. Calculate the portfolio weight in the ORP in portfolio P. a. 90% b. 100% c. 110% d. 120% e. 130%