If you have to choose one asset to invest 100% of your wealth which one would you choose? explain using computations

You wake up on 1 January 2021 with a large fortune and you make directly an appointment with your personal banker, Yves Guane. He provides you with the following information: Expected Return Variance of Covariance with Market Returns the Market Capitalization in Portfolio billion ) 11% 5% 0.025 19.67 B 9% 2% 0.018 54.82 15% 8% 0.039 25.51