Using the following information about stocks U and V whose returns are uncorrelated, find the weights (proportions) of these stocks in the tangency portfolio of the two stocks. The risk-free rate is 4%. Stock U: Expected return=10\%; Variance =0.04 Stock V: Expected return=18\%; Variance =0.04 A Weight of Stock U: 50%; Weight of Stock V: 50% B. Weight of Stock U: 62.5\%; Weight of Stock V: 37.5% C. Weight of Stock U: 37.5\%; Weight of Stock V: 62.5\% D. Weight of Stock U: 30%; Weight of Stock V: 70% E. None of the above