Your investment portfolio consists of $10,000 worth of Google stock. Suppose that the

riskminusfree

rate is 4%, Google stock has an expected return of 14% and a volatility of 35%, and the market portfolio has an expected return of 12% and a volatility of 18%. Assume that the CAPM assumptions hold.

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