A well diversified portfolio has a standard deviation of $15\%$ market representative index is $12\%.$ If the risk$-$free rate is $4\%$ and the standard deviation of the in the economy and the market return is $10\%.$ What would be the expected return from the said well diversified portfolio

a$.10\%$

b$\mathrm{.}11\%$

c$\mathrm{.}11\mathrm{.}50\%$

d$\mathrm{.}12\mathrm{.}50\%$

e$\mathrm{.}12\%$