Suppose there are two possible risky assets. There is Stock A that has an expected return of 10.00% with a standard deviation of 15.00% and Stock B that has an expected return of 16.00% with a standard deviation of 28.00%. Assuming the two risky assets have a -0.20 correlation, and that the risk-free rate is 3.00%, what would be the expected return on the minimum variance portfolio (using the previously calculated minimum variance portfolio weights)? Group of answer choices

11.58%

13.91%

14.42%

12.09%