Drew can design a risky portfolio based on two risky assets, Origami and Gamiori. Origami has an expected return of 13% and a standard deviation of 20%. Gamiori has an expected return of 6% and a standard deviation of 12%. The correlation coefficient between the returns of Origami and Gamiori is - 0.30 (negative 0.30). The risk-free rate of return is 4%. What is the expected return of the minimum variance portfolio?

8.20%

8.73%

9.49%

9.98%