Recall the definition of the correlation coefficient of two random variables, defined as OAB PAB TAOB The correlation PAB between assets A and B is 0.25, and other data are given in the table below. TWO CORRELATED CASES Asset r o . B 10.0% 18.0% 15% 30% Suppose you construct a "50-50" portfolio, consisting of 0.50 units of asset A and 0.50 units of asset B. What is this portfolio's expected return? Please express your answer in decimal form (not percentage) and round your numerical answer to two decimal places