An investor can design a risky portfolio based on two stocks, A and B. The expected returns on A and B are 10% and 6%, respectively. The standard deviations on A and B are 15% and 9%, respectively. The covariance between the return on A and B is 0.00405. The expected return on the minimum variance portfolio is 6.72% O 10.28% O 5.72% 09.28%