Your investment portfolio consists of $10,000 worth of Google stock.Suppose that the risk-free 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 10% 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?

12% 35% 7% 15.6%