Use of unassigned local variable `closest'

I am using this code in C# to determine the closest object to my pathfinding enemy with the tag "Player"

 GameObject FindClosestEnemy() 
 {
     GameObject[] gos;
     gos = GameObject.FindGameObjectsWithTag("Player");
     GameObject closest;
     float distance = Mathf.Infinity;
     Vector3 position = transform.position;
     foreach (GameObject go in gos) {
         Vector3 diff = go.transform.position - position;
         float curDistance = diff.sqrMagnitude;
         if (curDistance < distance) {
             closest = go;
             distance = curDistance;
         }
     }
     return closest;
 }

I am getting this error Assets/SimplePath/Examples/Code/Interaction_Chase.cs(62,16): error CS0165: Use of unassigned local variable `closest'