An investor can design a risky portfolio based on two stocks, A and B$.$ The expected return and standard deviation of stocks A and B are as below:

Expected return Std dev

Stock A $20\%24\%$

Stock B $11\%12\%$

Cov$($A$,$B$)-0\mathrm{.}01176$

$($Note: Cov is negative$)$

What is the expected return and standard deviation of the optimal $($i$.$e$.$ Tangency$)$ portfolio if the risk$-$free rate is $5\%?$