You have just won the lottery and have a net of $4M. You want to invest all of the $4M in two assets. The first asset is a risk-free asset with an expected return of 5.0% and the second is the S&P500 index with an expected return of 12.0% and a standard deviation of 40.0%. Assume the index is a proxy for the market portfolio. You want to have a total portfolio (risk-free asset plus S\&P500 index) standard deviation of 20.0%. What is the maximum expected return you can achieve on your portfolio