Assume that a particular fund consists of two assets i.e. Treasury bills and the market portfolio. This fund's expected rate of return is 07 percent with a standard deviation of 10 percent. The rate of returns on T-bill and the market portfolio is 4 percent and 12 percent respectively. In this investment, CAPM model holds. Calculate the expected rate of return on a security that has a correlation of 0.45 with the market portfolio with the standard deviation of 0.55?