How many watts does a 40 MHz radio frequency signal create?
This is like asking "how bright is a red light?". It's as bright as it is. You can make a bright red light or a dim red light.

As another answer points out, the energy per photon of an electromagnetic signal depends on the frequency of the signal. But you can make a brighter or dimmer (higher or lower power) source at any frequency by emitting more or fewer photons.