year. What is the standard deviation of the rate of return on this investment?

$16.$ Suppose that you have $$1$ million and the following two opportunities from which to construct a portfolio:

a$.$ Risk$-$free asset earning $12\%$ per year

b$.$ Risky asset with expected return of $30\%$ per year and standard deviation of $40\%$

If you construct a portfolio with a standard deviation of $30\%,$ what is its expected rate of return?

The following data are for Problems $17$ through $19$: The correlation coefficients between several pairs of stocks are as follows: Corr $(A,B)=$