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 18%. The correlation coefficient between the returns on A and B is 0%. The rate of return for stocks A and B is 16% and 8% respectively. The expected return on the minimum-variance portfolio is approximately ________.

		12.5%
		10.72%
		9.68%
		15.5%