A portfolio that combines the risk-free asset and the market portfolio has an expected return of 6.5 percent and a standard deviation of 9.5 percent. The risk-free rate is 3.5 percent, and the expected return on the market portfolio is 11.5 percent. Assume the capital asset pricing model holds. What expected rate of return would a security earn if it had a .40 correlation with the market portfolio and a standard deviation of 54.5 percent?