An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 12.8% and a standard deviation of return of 26.0%. Stock B has an expected return of 6.7% and a standard deviation of return of 17.5%. The correlation coefficient between the returns of A and B is 0.0275. The risk-free rate of return is 4.0%. The standard deviation of returns on the optimal risky portfolio is 17.4% 15.5% 18.2% 16.7%