$"$An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an expected return of $9\%$ and a standard deviation of return of $7\%.$ Stock B has an expected return of $5\%$ and a standard deviation of return of $6\%.$The correlation coefficient between the returns of A and B is $-0\mathrm{.}5.$ If $88\%$ of the final portfolio is invested in the optimal risky portfolio and the rest in the riskless asset, which yields a return of $3\mathrm{.}5\%,$ the expected return of the final portfolio is $\_\_\_\_\_\_\_\_\_.$ Note: Express your answers in strictly numerical terms. For example, if the answer is $5\%,$ write $0\mathrm{.}05"$