28 1 pts An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 21%, while the standard deviation on stock B is 7%. The correlation coefficient between the returns on A and B is 0. The rate of return for stocks A and B is 15% and 6% respectively. The expected return on the minimum-variance portfolio is approximately. (Round intermediate and final answers to 2 decimal places) O 12.60% O 10.00% O 14.90% 6.90%