You own Amazon stock. Suppose that Amazon has an expected return of 52% and a volatility of 19%. The market portfolio has an expected return of 30% and a volatility of 10%. The risk-free rate is 3%.

Assuming the CAPM assumptions hold, you want to find an alternative portfolio with the same expected return and the lowest possible volatility (standard deviation) as Amazon. The volatility of this portfolio is closest to:

	A.	29.3%.
	B.	19.5%.
	C.	18.1%.
	D.	32.8%.