Convenience-Yield Drift Under the Pricing Measure

A traded underlier satisfies dS_t/S_t = 0.12dt + 0.3dW_t under P, while another factor satisfies dY_t = -0.1dt + 0.15dW_t with the same Brownian driver. If Q is chosen so the discounted stock has drift 0 at rate r = 0.04, what is the drift of Y under Q?