You are given the following data for expected annual return, E(R), and standard deviation of return, SD, for Stock A and Stock B. These values are shown as their decimal values (not as %). The risk-free return is also shown as its decimal value (0.03). E(R) A B .08 15 SD .15 .30 The correlation coefficient of returns between A and B is 0.22 The risk-free rate of return is 0.03 For the usual utility function assume A = 4.9 What combination of portfolio weights would maximize the slope of the capital allocation line (CAL)? OWA = 0.60 and WB = 0.40 O WA=0.71 and WB = 0.29 O WA = 0.86 and WB = 0.14 O WA = 1.00 and WB = 0.00 O WA = 0.00 and WB = 1.00 O WA = 0.40 and WB = 0.60