Question: please please help me. Question 7 1 points Save Answer An investor can design a risky portfolio based on two stocks, A and B. Stock

please please help me. please please help me. Question 7 1 points Save Answer An investor

Question 7 1 points Save Answer An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 39%. Stock B has an expected return of 14% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is.4. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio (tangency portfolio) that should be invested in stock B is approximately 29% 56% 71%

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