Consider the following two investment opportunities: a stock fund and a bond fund with E(r S )=0.20, S =0.21, E(r B )=0.12, B

Consider the following two investment opportunities: a stock fund and a bond fund with E(r_S)=0.20, σ_S=0.21, E(r_B)=0.12, σ_B=0.12. The correlation coefficient between the two funds is 0.10. The expected rate of return of the minimum variance portfolio is _______%. (Please round your answer to the nearest first decimal place and note that a return of 0.251 should be expressed as 25.1%.)