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The risk-free rate is 0.02 and the Sharpe ratio of the tangency portfolio is 0.35. The standard deviation of Milan's complete portfolio is 0.40. The

The risk-free rate is 0.02 and the Sharpe ratio of the tangency portfolio is 0.35. The standard deviation of Milan's complete portfolio is 0.40. The expected return of Milan's complete portfolio is _____.

impossible to determine without the standard deviation of the tangency portfolio.

impossible to determine without the expected return of the tangency portfolio.

0.12

0.14

0.16

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