Consider two risky stocks. Stock A has an expected return of 14 percent and a standard deviation of 14. Stock B has an expected return of 10 percent and a standard deviation of 13 percent. The correlation coefficient between the two stocks is 0.8. What is the expected return of a portfolio where 70 percent of the capital is invested in stock A and 30 percent is invested in stock B?

a)		12.8
b)		15.5
c)		9.4
d)		14.5
e)		15.1