An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 8% and a standard deviation of 14%. Stock B has an expected return of 12% and a standard deviation of 22%. The correlation between the returns of A and B is 0.3. The risk-free rate of return is 5%. The expected return on the optimal risky portfolio is approximately: (Hint, find the optimal weights first.)

	A.	10.15%.
	B.	10.30%.
	C.	10.45%.
	D.	10.60%.