$7.$ Fund A Fund B

Expected Ret. E$($r$)15\mathrm{.}5\%.10\mathrm{.}8\%$

Standard Deviation $-15\mathrm{.}1\%.12\mathrm{.}5\%$

The table above contains expected annual returns for funds A and B$.$ Assuming that the risk free rate is $1\mathrm{.}62\%$ and that the correlation of returns between funds A and B is $0\mathrm{.}36,$ calculate the expected return of the minimum$-$ variance two$-$risky asset portfolio comprised of funds A and B$.$