you currently own $100,000 worth of Wal-Mart stock. Suppose the wall-Mart has an expected return of 14% and volatility of 23%. The market portfolio has an expected return of 12% and volatility of 16%. The risk-free rate is 5%. Assuming the CAPM assumption holds, what alternative investment has the lowest possible vitality while having the same expected return as Wal-Mart? What is the volatility of this portfolio?