Please show work

Consider the following expected returns, volatilities, and correlations:
Stock	Expected	Standard	Correlation with	Correlation with	Correlation with
	Return	Deviation	Duke Energy	Microsoft	Wal-Mart
Duke Energy	13%	6%	1	-1	0
Microsoft	47%	24%	-1	1	0.7
Wal-Mart	23%	14%	0	0.7	1
The expected return of a portfolio that is equally invested in Duke Energy and Microsoft is ________.