Question Completion Status: QUESTION 4 10 points Save Answe Stock A has an expected return of 22% and standard deviation of 30%. Stock B has an expected return of 12% and standard deviation of 10%. The correlation between the two is 20%. The minimum variance portfolio comprised solely from these two stocks would be consisted of: O A 16.25% A and 83.75% B O B.95.45% A and 4.55% B O 04.55% A and 95.45% B OD. 16.25% B and 83.75% A