You would like to have a portfolio expected return of 13 percent. You are considering two securities, A and B. Stock A has an expected return of 15.75 percent and Stock B has an expected return of 11.52 percent. What should be the portfolio weights?

Group of answer choices

w_A = 0.15, w_B = 0.85

w_A = 0.35, w_B = 0.65

w_A = 0.50, w_B = 0.50

w_A = 0.70, w_B = 0.30

w_A = 0.75, w_B = 0.25