Consider a portfolio to be constructed using Stocks (S) and Bonds (B). ER(S) 0.15 STD(S) 0.24 ER(B) 0.12 STD(B) 0.14 CORR(S,B) 0.43 R_f 0.045 If you were to construct a Sharpe-Optimal Portfolio using the above two assets, what would be the weight of Stocks in that portfolio? Hint: Use Solver in Excel Group of answer choices 45.4% 63.4% 23.7% 39.8% 24.2%