Suppose that the assumptions of modern portfolio theory are satisfied. There are two risky assets and a risk-free asset. You observe expected returns and standard deviations of portfolios of two investors that have optimally chosen their portfolios according to the modern portfolio theory:

	Expected return, %	Standard deviation, %
Investor 1	11.5	15.0
Investor 2	15.5	23.0

Consider another investor who would like to construct a portfolio with standard deviation of returns of 30%. What is the return that this investor should expect to earn?