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