An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 10% and a standard deviation of return of 8%. Stock Bhas an expected return of 16% and a standard deviation of return of 18%. The correlation coefficient between the returns of A and B is .30. The risk-free rate of return is 8%. The expected return on the optimal risky portfolio is (round your weights to two decimal places) 12.8496 13.489 15.68% 1896