Suppose that you have $1 million and the following two opportunities from which to construct a portfolio: a. Risk-free asset earning 10% per year. b. Risky asset with expected return of 25% per year and standard deviation of 33%. If you construct a portfolio with a standard deviation of 26%, what is its expected rate of return? (Do not round your Intermediate calculations. Round your answer to 1 decimal place.) % Expected return on portfolio