Need a lil help

22. A capital allocation line is passed between a risk-free asset whose expected rate is 4% and stock a that has a standard deviation (of its rate of return) of 40%, and an expected rate of return of 10%. What is the expected rate of return on a portfolio with a standard deviation of 50%? A. 11% B. 11.5% C. 12% D. 12.5%