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Question 9 (1 point) An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18% and a standard deviation of return of 35%. Stock B has an expected return of 12% and a standard deviation of return of 25%. The correlation coefficient between the returns of A and B is 0.55. The risk-free rate of return is 4%. The expected return on the optimal risky portfolio is approximately . (Hint: Find weights first.) 12.2% 13.5% 14.4% 15.7%