There are only two stock in the economy - stock A and stock B. Stock A has an expected return of 9% and standard deviation of 12.5%, while stock B has expected return of 13% and standard deviation of 15%. The correlation between the two stocks is 0.45. The market portfolio (M) is an equally weighted portfolio of the two stocks. If the covariance between stock A and the market portfolio (M) is 0.01203125, what is the E(rzM), the expected return of the zero beta portfolio of the market portfolio