Suppose you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 40%. The T-bill rate is 5%. Also, suppose your risky portfolio includes the following assets in the given proportions:

Stock X 20%

Stock Y 50%

Stock Z 30%

Suppose your client comes to you and asks you to help her create a portfolio with expected return of 15%. What fraction (y) will she need to invest in your risky portfolio to obtain this expected return?