An investor can allocate his/her wealth across two risky assets shown in the table below: Asset Expected Return Variance of Returns Asset A 0.12 10.0256 Asset B 0.16 0.0625 The covariance of returns between A and B is 0.004. The investor wishes to construct a portfolio that is the minimum variance combination of these two assets. Calculate the expected return of this minimum variance portfolio. Select one: O 0.1200 O 0.1589 O 0.1308 O 0.2687 O None of the options are correct