Two securities A and B have expected return of 12% and 20% respectively, and risks of 3% and 6% respectively. They are correlated at 0.75. You combine these two securities into a single portfolio. To obtain an expected return of 18.4% for this portfolio, you must inject in it: 10% of A and 90% of B 30% of A and 70% of B 25% of A and 75% of B 50% of A and 50% of B 20% of A and 80% of B