There are two risky assets. Stock A has an expected return of 22.5% and a standard deviation of 20%. Stock B: expected return is 15%, and standard deviation is 10%. The correlation between these two stocks is -0.4. Rf is 5%. You want to create portfolio with an 8% standard deviation. You can achieve the desired level of risk in two ways: a) having a portfolio with WA=41.35% and the rest in stock B. or b) having a portfolio with WA=13.19% and the rest in stock B. What is the expected return of the portfolio you will suggest?