An investor can design a risky portfolie based on two stocks A and B. Stock À has an expected retun of 18% and a standard deviation of return of 25% . Stock B has an expected return of 14% and a...

Extracted text: An investor can design a risky portfolie based on two stocks A and B. Stock À has an expected retun of 18% and a standard deviation of return of 25% . Stock B has an expected return of 14% and a standand deviation of return of 30% the correlation coefficient between the return of A and B is 0.50 what is the optimal wieght of the maximum variance stock that should be held to this protfolio ? A) 32% B) 39 C) 61% D) 68%