The risk$-$free asset has an expected return of $\mathrm{.}03$ ; the tangent portfolio has an expected return of $\mathrm{.}15$ and a standard deviation of $\mathrm{.}25.$ If you are willing to invest in any portfolio, and you can accept a standard deviation of $\mathrm{.}1,$ what is the highest expected return that you can earn?

$\mathrm{.}13$

$\mathrm{.}078$

$\mathrm{.}056$

$\mathrm{.}031$