An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 16% and a standard deviation of return of 25%. Stock B has an expected return of 11% and a standard deviation of return of 10%. The correlation coefficient between the returns of A and B is. 4. The risk-free rate of return is 9%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately
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