Suppose that you have $1 million and the following two opportunities from which to construct a portfolio: a. Risk-free asset earning 12% per year. b. Risky asset with expected return of 30% per year...

Suppose that you have $1 million and the following two opportunities from which to construct a portfolio:
a. Risk-free asset earning 12% per year.
b. Risky asset with expected return of 30% per year and standard deviation of 40%.If you construct a portfolio with a standard deviation of 30%, what is its expected rate of return?