Assume the CAPM holds. You are holding a portfolio with the beta of 0.9 and the standard deviation of 40%. The expected return on the market portfolio is 10% and the standard deviation of returns on the market portfolio is 16%. The risk-free rate is 3.5%. How much more expected return without increase in the risk of your portfolio can you earn if you make your portfolio efficient?

Options:

	8.60% more than I earn now
	11.35% more than I earn now
	My portfolio is already efficient, I cannot earn more without increasing the risk of my portfolio
	10.40% more than I earn now
	13.15% more than I earn now