20 pts An investor can design a risky portfolio based on two

Last updated: 10/17/2023

20 pts An investor can design a risky portfolio based on two stocks A and B Stock A has an expected return of 18 and a standard deviation of return of 20 Stock B has an expected return of 14 and a standard deviation of return of 5 The correlation coefficient between the returns of A and B is 50 The risk free rate of return is 10 The expected return on the optimal risky portfolio is