can someone explain how they got the expected return answer?

Chapter 5, we identified the optimal ("tangency") portfolio. How to hoose the weights between the risk-free and the Optimal portfolio? Choosing Directly Portfolio R Amount Invested Tangency Portfolio Riskless Asset 1/2 1/2 3/4 1/4 1 0 1 2 3 7 8.5 10 15 20 N 10 Portfolio 1: 7% expected return, 24% chance of negative return Portfolio 2: 8.5% expected return, 29% chance of negative return Portfolio 3: 10% expected return, 31% chance of negative return