Optimal Risky Portfolio Expected Return

Consider a portfolio consisting of two assets, A and B, with expected returns of 12% and 8%, respectively. The s\tandard deviation of returns for asset A is 20%, while for asset B it is 15%. The correlation coefficient between the returns of assets A and B is 0.5. U\sing Modern Portfolio Theory, what is the expected return of the optimal risky portfolio when the weights of assets A and B are set to optimize the trade-off between risk and return?