Using the risk and return profile calculated in Q10 and Q11, what is the percentage weight that you need to invest in the optimal risky portfolio if you want your complete portfolio to achieve 12% return? (Hint: use the formula from chapter 5 on the return of the complete portfolio using the return and risk calculated from Q10 and Q11 to back out the weight " y ") 54.45% 63.37% 72.24% 81.18% 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 expected return on the optimal risky portfolio is approximately . (Hint: Find weights first by using the weights of the optimal risky pqrtfolio equation given in the slide.) 14% 16% 18% 19% Question 11 (1 point) Saved Using the calculated optimal weights, what is the standard deviation of returns on the optimal risky portfolio is ? 25.5% 22.3% 21.4% 20.7%