A Portfolio Consists of Two Securities: a Risk-Free Asset and an Equity

A portfolio consists of two securities: a risk-free asset and an equity security.The expected return on the risk-free asset is 4.75 percent.The expected return of the equity security is 17 percent with a standard deviation of 23 percent.What is the portfolio expected return if the standard deviation for the portfolio is 18 percent?

A) 7.41%
B) 14.34%
C) 18.00%
D) 20.40%