Stock A has an expected annual return of 20% and a volatility of 27%. Stock B has an expected annual return of 12% and a volatility of 22%. The correlation of the . returns of the two stocks is equal to 0.44. Find the expected return of the efficient portfolio that has the same volatility as Stock B. 0 20.25% O 19.22% 18.19% O 21.28% 17.16%