(4 points) Suppose the assumptions of the CAPM are satisfied. You are currently invested in the market portfolio, and you are considering "marginally" tilting your portfolio toward the stock of a company called JJO. That is, you intend to sell a small fraction of your holdings of the market portfolio and will use the cash proceeds to buy 1]Q's stock. The beta of JQ's stock with respect to the market portfolio is 0.5, and JJQ's stock return volatility is 35%. The volatility of the market portfolio is 19%. As a result of this change to your portfolio, do you expect your portfolio's volatility to go up, to go down, or to stay unchanged? Provide an explanation for your