how to solve it

Given: - The CAPM holds - The market has an expected return of 10% - The market has a standard deviation of 20% - The risk free rate is 5% - Apple makes up 4% of the market - Apple has a standard deviation of 60% - Investors have mean-variance preferences An optimal portfolio that has a standard deviation of 5% will have what percent of Apple stock in the portfolio? 1% 3% 4% 6% 2% None of the above