An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 25%, while the standard deviation on stock B is 17%. The correlation coefficient between the returns on A and B is 5%. The rate of return for stocks A and B is 23% and 14% respectively. The expected return on the minimum-variance portfolio is approximately ________.

a.15.89%

b.14.52%

c.16.77%

d.13.62%

How should I compute? my answer doesn't match.