Assume that CAPM holds. You are given the following information about stock X and the market portfolio, M: E(r) Riskless Asset (f) 0.05 (5%) 0.00 Stock X ? 0.40 Market Portfolio 0.10 0.20 (M) You are not given the expected return of stock X. The correlation of the returns on the stock X and the market portfolio is equal to 0.40. Assume that stock X is part of the market portfolio. Imagine that your uncle Bob holds a portfolio that has a standard deviation of 35% and expected return of 8%. If he wants to keep his current level of total risk, what is a plausible increase in expected return that you can promising your uncle?