An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20% while the standard...

An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 20% while the standard deviation on stock stock B is 15%. The correlation coefficient between the return on A and B is 0.The expected return on stock A is 20% while on stock B is 10%. The proportion of the minimum variance portfolio that would be invested in stock B is