The expected return on an efficient portfolio that combines the risk-free asset and the market portfolio is 25%. The expected return was calculated under the following assumptions: The risk-free rate is 5%. The expected return on the market portfolio of risky assets is 20%. The standard deviation of the efficient portfolio is 4%. In this environment, what expected rate of return would a security earn if it had a 0.50 correlation with the market and a standard deviation of 2%