(15) You have invested only in the BlueChip Fund, a mutual fund that invests mainly in stocks. At the moment, the BlueChip Fund has a volatility of 32%. Your broker suggests that you add the GoldAll Fund to your current portfolio. The GoldAll Fund has a volatility of 35% and a correlation of -0.10 with the BlueChip Fund. Risk-free interest rate is equal to 5%. The required return on the GoldAll Fund is closest to: Volatility Comelation 3 .. 0.306 0.106 0.029 0.074 EZRJ = 0,054 0.91 GAT 35%