you currently own $100000 worth of Wal-Mart stock. Suppose that Wal-Mart has an expected return of 14% and a volatility of 23%. the market portfolio has n expected return of 12% and a volatility of 16%. the risk free rate is 5%. Assuming the CAPM assumptions hold, what alternative investment has the lowest possible volatility while have the same expected return as Wal-Mart? What is the volatility of this portfolio?

Show formulas and calculations as well as explanation