"An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 3% and a standard deviation of return of 7%. Stock B has an expected return of 5% and a standard deviation of return of 2%.The correlation coefficient between the returns of A and B is -0.5. If 80% of the final portfolio is invested in the optimal risky portfolio and the rest in the riskless asset, which yields a return of 3.5%, the expected return of the final portfolio is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"