Suppose that the risk free rate is $5\%$ and the market portfolio has an expected return of $13\%$ with a volatility of $18\%$ RGP Inc. has a $24\%$ volatility and a correlation with the market of $0\mathrm{.}60,$ while the Calpham Mining has a $32\%$ volatility and a correlation with the market of $-0\mathrm{.}7.$ Assume the CAPM assumptions hold. Clapham Gold Mining's required return is closests to: Selection one a$)15\%,$ b$)-5\%,$ c$)13\%$ and d$)5\%$