QUESTION 15 "An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 9% and a standard deviation of return of 7.5%. Stock B has an expected return of 6.5% and a standard deviation of return of 1.5%. The correlation coefficient between the returns of A and B is -0.3. If 65% of the final portfolio is invested in the optimal risky portfolio and the rest in the riskless asset, which yields a return of 2.5%, the expected return of the final portfolio is Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05