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? \begin{tabular}{|l|} \hline 15.25% \\ \hline 16.15% \\ \hline 14.75% \\ \hline 13.50% \end{tabular}