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:

A) 0.306 B) 0.106 C) 0.029 D) 0.074