While Portfolio a Has a Return of 15% with a Standard

Multiple Choice

While portfolio A has a return of 15% with a standard deviation of 40%, the market portfolio has a 10% return and 10% standard deviation. Given a 5% annual risk-free rate, what is the resulting return for this M² hypothetical portfolio?

A) Undetermined
B) 10%
C) 3.75%
D) 7.5%
E) 2.5%