Question 2 OT 2 Question 2 10 points Save Answer Stock A has a standard deviation 0.3815, Stock B has a standard deviation of 0.466, and the correlation between the to stocks is -0.217. The expected return for Stock A in excess of the risk-free rate is 0.084, the expected return for Stock B in excess of the risk-free rate is 0.123, and the risk-free rate is 0.013. Calculate the weight for Stock B to obtain the optimal risky portfolio. Report your answer in percent, don't forget to include the percent sign (%), and round to the second decimal point