An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 15%, while the standard deviation on stock Bis 20%. The correlation coefficient between the returns on A and Bis 0%. The rate of return for stocks A and B is 10% and 22 respectively. The expected return on the minimum variance portfolio is approximately 15.4% 14.3296 13.82% 18.6%