Assume there is a risky asset with an expected return of 25% and standard deviation of 43% per year. The risk-free assets are yielding 2.62% per year. Given these investment opportunities you wish to construct a complete portfolio with a standard deviation of 29%. What would be your portfolio expected return, E(rp)?

a.

37.92 %

b.

18.63 %

c.

9.91 %

d.

35.80 %

e.

17.71 %