How would invest $35,000 in the stock market? Best returns with risk?

That all depends on your current financial situation, risk tolerance, investment goals and timeline. You don't give any info on that so it's reckless to advise anything.

If you have credit card debt, pay ALL of that off first. If you earned that money and don't have a Roth IRA yet, then make one. If you are otherwise secure, look into several good funds, like the Total Stock Market Index fund as a good bedrock fund, and for more aggressive investing, a small or mid cap growth fund. Use a good low cost place like Vanguard or Fidelity. Read "Mutual Funds for Dummies" for some important basic info you should know. Check out your city library.

Assuming that $35k is all the person had, and could wait decades, a Roth IRA invested in the Vanguard Index 500.

If the person had a lot of money, I might say go for a tax-advantaged investment, but there were some shenanigans going on in Congress last year, and for some reason, we were not getting taxed on dividends and capital gains up to 70-something thousand dollars. I'm being loose with the explanation, but the bottom line is that these are weird times.

If you can not spend all your time following a stock, you should not invest in individual stocks. You should go to Morningstar and research mutual funds. Depending on your age you might consider small growth funds if you are young, large value funds if your are older, or balanced and allocation funds if you want to invest it and leave it there for decades. Buy no load funds with good long and short term histories.

Consider all of the following:

Vanguard Total stock market index

Vanguard Roth IRA

Inflation protected I-bonds from www.treasurydirect.gov

Best of luck...