A portfolio that combines the risk-free asset and the market portfolio has an expected return of 6 percent and a standard deviation of 11 percent. The risk-free rate is 2.9 percent, and the expected return on the market portfolio is 12 percent. Assume the capital asset pricing model holds. What expected rate of return would a security earn if it had a .55 correlation with the market portfolio and a standard deviation of 50 percent?