Consider two risky securities A and B. A has an expected rate of return of 15% and a standard deviation of 20%. B has an expected rate of return of 10% and a standard deviation of 16%. The correlation coefficient of A and B is 0.2. Risk-free rate is 6%. The weights of A and B in the optimal risky portfolio are_ and_ , respectively. O A. 0.54; 0.46 OB. 0.43; 0.57 OC. 0.64; 0.36 O D.0.52; 0.48 O E. 0.67; 0.33