Asset	E(R)	Std. deviation
A	15%	40%
B	22%	50%

Your optimal risky portfolio formed with the two stocks above (A and B) has an expected return of 17% and a standard deviation of 32%. The risk-free rate is 4% and you have a risk-aversion parameter of 3. What is the proportion of your investment in A, B, and the risk-free asset, respectively, in your final portfolio?

30.2%; 12.1%; 57.7%

37.3%; 5.0%; 57.7%

9.7%; 3.9%; 86.5%

35.7%; 14.3%; 50.0%

41.2%; 16.5%; 42.3%