An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 20% and a standard deviation of return of 15%. Stock B has an expected return of 15% and a standard deviation of return of 7%. The correlation coefficient between the returns of A and B is .50. The risk-free rate of return is 10%. The expected return on the optimal risky portfolio is ________. (round your weights to two decimal places )

		17.81%
		16.35%
		18.00%
		15.94%