You want to form a portfolio using the following two risky assets. Asset A: expected return = 12%; standard deviation = 18%. Asset B: expected return = 17%; standard deviation = 25%. The correlation coefficient between Asset A and B is 0.25. If you plan to hold 35% of Asset A and 65% of Asset B in the portfolio, what is the expected return of this portfolio? 0 15.25% 14.75% 0 16.15% 0 13.50%