Risky Asset A B

E(r ) 9% 5%

(std dev) 20% 10%

0.15

*Rate on Treasure bills (risk-free rate of return) is 2%

Given your clients risk assessment survey, you feel a portfolio with moderate risk would be most appropriate. Therefore, you decide to recommend a portfolio with a standard deviation equal to 20%. Given the three financial assets above, whats the best possible expected return you can generate for your client given this level of risk?