There are only two risky assets in the economy with the following properties: Asset Expected Return Standard Deviation A 6% 5% B 10% 10% The correlation between the assets is zero. The risk-free rate is 5%. Which statement is correct? The portfolio w_f=0.3, w_A=0.30, w_B=0.40, is efficient. The portfolio w_f=0.1, W_A=0.40, w_B=0.50, is efficient. The portfolio w_f=0.4, W_A=0.20, w_B=0.40, is efficient. The portfolio w_f=0.2, W_A=0.30, w_B=0.50, is efficient. The portfolio w_f=0, w_A=0.50, w_B=0.50, is efficient