Why does my code return with {} instead of []?

Why in my code i get {“a”, “n”} instead of [“a”, “n”]

def common_letters(string_one, string_two):
letters =
for L in string_one:
if L in string_two:
letters += L
letters.sort()
return set(letters)

The return value is a set; ergo, the delimiters, { and }.