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 B is 15%. The correlation coefficient between the returns on A and B is 0%. The rate of return for stocks A and B is 18% and 10% respectively. The expected return on the minimum-variance portfolio is approximately ________.

		13.6%
		14%
		12.8%
		14.5%