You manage a risky portfolio with an expected rate of return of $10\%$ and a standard deviation of $20\%.$ The Treasury bill $($risk$-$free security$)$ rate is $5\%.$ Suppose that your client prefers to invest in your fund a proportion $$y that maximizes the expected return on the overall portfolio subject to the constraint that the overall portfolio's standard deviation will not exceed $15\%.$ The expected rate of return on such an overall portfolio should be ?

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