Treasury bills are paying a 4.5 % rate of return. A risk-averse investor with a risk aversion ofA= 3.7 should invest entirely in a risky portfolio with a standard deviation of 20% only if the risky portfolio's expected return is at least ________.

a.21.28%

b.19.3%

c.17.50%

d.14.78%

I believe I am computing into wrong formula. not getting it.