A portfolio that combines the risk-free asset and the market portfolio has an expected return of 7

Question:

A that combines the risk-free asset and the market has an of 7 percent and a standard deviation of 10 percent. The risk-free rate is 4 percent, and the on the market is 12 percent. Assume the holds. What expected rate of return would a security earn if it had a .45 correlation with the market and a standard deviation of 55 percent?

Capital Asset Pricing Model
The Capital Asset Pricing Model (CAPM) describes the relationship between systematic risk and expected return for assets, particularly stocks. The CAPM is a model for pricing an individual security or portfolio. For individual securities, we make use of the security market line (SML) and its... Expected Return
The expected return is the profit or loss an investor anticipates on an investment that has known or anticipated rates of return (RoR). It is calculated by multiplying potential outcomes by the chances of them occurring and then totaling these... Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...