An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of 39%. Stock B has an expected return of 14% and a standard deviation of 20%. The correlation between the returns of A and B is 0.4. The risk-free rate of return is 5%. The expected return on the optimal risky portfolio is approximately: (Hint, find weights first.)

	A.	14%.
	B.	16%.
	C.	18%.
	D.	19%.