Sisyphean industries is seeking to raise capital from a large group of investors to fund a new project. Suppose that the efficient portfolio has an expected return of 14% and a volatility of 20%. Sisyphean's new project is expected to have a volatility of 40% and a 70% correlation with the efficient portfolio. The risk - free rate is 4%. The required return for Sisyphean's new project is closest to: O A. 14% OB. 24% O C. 10% OD. 18%