Consider the following two investment opportunities: a stock fund and a bond fund with E(rS)=0.20,S=0.26,E(rB)=0.12,B=0.11. The correlation coefficient between the two funds is 0.10. The expected rate of return of the minimum variance portfolio is 16. (Please round your answer to the nearest first decimal place and note that a return of 0.251 should be expressed as 25.1%.)