You are considering two risky investment funds. The first is a stock fund, and the second is a commodity fund. The stock fund has an expected return of 10% and a standard deviation of returns of 20%. The commodity fund has an expected return of 20% and a standard deviation of returns of 20%. The correlation of returns between the two funds is 0.0. In addition, the risk-free asset pays a risk-free rate of return of 5% per year. What is the expected return on the portfolio comprised of the two risky funds with the maximum Sharpe ratio? O 17.5% O 22.09 19.696 O 15.0%