An investor plans to invest 25 percent of her funds in the common stock of Gamma Industries and 75 percent in Epsilon Company. The expected return on Gamma is 12 percent and the expected return on Epsilon is 20 percent. The standard deviation of returns is 8 percent for Gamma and 20 percent for Epsilon. The correlation coefficient between the returns for Gamma and Epsilon is +0.2. The expected rate of return on her portfolio is: O 17 percent. O 18 percent. O 16 percent. O 19 percent O 15 percent