Assume there are two risky assets in the securities market: stock A and stock $B.$ Stock A has an expected return of $20\%$ and

a standard deviation of $28\%.$ Stock $B$ has an expected return of $14\%$ and a standard deviation of $20\%.$ The rate of return of a

risk$-$free asset is $5\%.$ The investor is not willing to bear more risk than the minimum$-$risk level of a portfolio composed of the

two risky assets. The correlation between the stocks is $0\mathrm{.}2.$

What is the expected return of the optimal portfolio for this investor?

$[$NB$!$ Please provide your answer in percentage terms with two decimal places. For example, if the answer is $50\mathrm{.}1\%,$type

$50\mathrm{.}10.]$

Answer: