Hi! I have a problem with solving an equation regarding the mean-variance framework. It is when the investor wants a specific expected return given the tangent portfolio and risk-free asset. The tangent portfolio is not here accurate, we are only allowed to choose combinations 25,50 and 75 that = 1. In this case:

mean tangent portfolio (that has the highest sharpe ratio given the restriction 0.25, 0.5, 0,75) = 0.09

risk-free rate = 0.02

investors expected return = 0.05

WT = Weight of portfolio

(1-WT) = Weight of risk-free asset

I am faced with this equation

mean p = WT * meanT + (1-WT) * Rf

0.05 = WT * 0.09 + (1-WT) * 0.02

If you could show all the steps that would be very good since calculus is not my strong side. Thank you in advance!