Suppose you were making a portfolio from only two stocks, Apple and Banana. The standard deviation of Apple is 20%, and the standard deviation of Banana is 15%. The correlation coefficient between Apple and Banana is 0%. The expected return is 20% for Apple is 20% and 10% for Banana. What is the expected return on the minimum variance portfolio (MVP) created from those two stocks? Multiple Choice O 109 1941% O 15 O