Question 5 (1.25 points) An investor can design a risky portfolio based on two assets, A and B. Asset A has an expected return of 15% and a standard deviation of return of 40%. Asset B has an expected return of 10% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is.70. The investor allocates 70% in Asset A and 30% in Asset B to form the optimal risky portfolio, what is the optimal risky portfolio's expected return? a) 10% b) 12.5% c) 13% d) 13.5% e) 12%