Consider two risky stocks. Stock A has an expected return of 13 percent and a standard deviation of 15. Stock B has an expected return of 13 percent and a standard deviation of 12 percent. The correlation coefficient between the two stocks is 0.6. What is the expected return of a portfolio where 50 percent of the capital is invested in stock A and 50 percent is invested in stock B? 15.5 O 13.0 10.7 0 10.5 14.8