请问有解析吗

问题如下：

You are interested in constructing a portfolio benchmarked to the S&P 500 with a standard deviation of returns less than or equal to 10% per year. Assume the CAPM holds. If the risk-free rate is 2% per year and the expected return on the S&P 500 is 8% per year with a standard deviation of 25% per year, what is the highest expected return you could achieve on your portfolio?

选项：

A.

4.4% per year

B.

5.2% per year

C.

6.0% per year

D.

6.8% per year

解释：