Your investment portfolio consists of $10,000 worth of Google stock. Suppose that the risk-free rate is 4%, Google stock has en expected return of 14%, and a volatility of 35%, and the market portfolio has en expected return of 10% and a volatility of 18%. Assume that the CAPM assumptions hold.

The expected return on the alternative investmet having the highest possible expected return while having the same volatility as Google is closest to?

A. 35%

B. 23.4%

C. 22.5%

D. 21.6%