A risky portfolio has an expected return of .12 and a standard deviation of.20. If the capital allocation line (CAL) has a slope of 0.5, what must be the return on the risk-free asset? O 0.03 (or 3%) O 0.10 (or 10%) O 0.012 (or 1.2%) O 0.02 (or 2%) O 0.04 (or 4%) 0.60 (or 60%)