2. Following its decision to divest its non-core assets, analysts expect DCB Corp's standard deviation of returns to rise to 30% and its correlation with the market portfolio to remain unchanged at 0.8. The risk-free rate and the market risk premium are expected to remain unchanged at 6% and 8%, respectively. The market portfolio's standard deviation of returns, however, is expected to decrease to 15%. What is the firm's expected return after the restructure? (3)