Consider the following three assets:

Asset	Expected Return	Standard Deviation
1	18%	30%
2	12%	0%
3	12%	20%

The returns of assets 1 and 3 are negatively correlated with p13=0.5. You have a quadratic mean-variance utility function with a coefficient of risk aversion of 2.

The optimal risky portfolio consists of 57.14% asset 1. What is the expected return of the optimal complete portfolio? Enter a number with two decimal points. Answer the question in percentage terms, i.e., if the answer is 20%, enter 20.00.