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 $33\%.$ Stock B has an expected return of $13\%$ and a standard deviation of return of $17\%.$ The correlation coefficient between the returns of A and B is $0\mathrm{.}8.$ The risk$-$free rate of return is $7\mathrm{.}1\%.$ What is the expected return on the optimal risky portfolio?