The equation of the CML is $R_p = R_f + \left\{ \frac{R_m - R_f}{\sigma_m} \right\} \sigma_p$

Where:
$R_p$ is the expected portfolio return
$R_f$ is the risk-free rate
$R_m$ is the expected market return
And $\sigma_m$, $\sigma_p$ are the standard deviations of the market and the portfolio, respectively

Therefore,

$$E(R_p) = 5 + \frac{(25 - 5)}{10} \times 5 \\ = 5 + 2 \times 5 \\ = 15\%$$

Note: Any risk-free asset has a known, certain return (5% in this case). This is the result of its standard deviation being 0. Thus, the covariance of the risk-free asset with any risky asset, including the market portfolio, is zero. With a zero covariance, the correlation between the risky asset and the market portfolio is also zero.