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 $10\%.$ The correlation coefficient between the returns of Origami and Gamiori is $0\mathrm{.}30.$ The risk$-$free rate of return is $2\%.$ What is the expected return of the optimal risky portfolio?

Group of answer choices

$47\mathrm{.}78\%$

$9\mathrm{.}34\%$

$60\mathrm{.}26\%$

$12\mathrm{.}19\%$