Suppose that you have identified two stocks with risk and return properties as described in the table below:

	Expected Return E(Ri)	Variance i 2	Standard Deviation i	Correlation 1,2
Stock 1	10%	0.01	10%	-1
Stock 2	20%	0.09	30%

Among all the portfolios that you can create with these two stocks, there is one that provides minimum variance. What is the mean return of this minimum-variance portfolio?

Round your answer to the nearest 0.1% and enter your answer as a percentage. For example, if your answer is "12.3%", enter "12.3".