SQL Server - error 40 de SQL SERVER MANAGEMENT

using System;

using System.Collections.Generic;

using System.Linq;

using System.Text;

using System.Threading.Tasks;

using System.Data;

using System.Data.SqlClient;

using System.Windows.Forms;

namespace POOM

{

    class Conexion

    {

        public static SqlConnection Conectar()

        {

            SqlConnection cn = new SqlConnection("SERVER=ASUS-2020;DATABASE=prueba;integrated security=true");

            cn.Open();

            return cn;

        }

    }

}

using System;

using System.Collections.Generic;

using System.ComponentModel;

using System.Data;

using System.Drawing;

using System.Linq;

using System.Text;

using System.Threading.Tasks;

using System.Windows.Forms;

using System.Data.SqlClient;

namespace POOM

{

    public partial class Form1 : Form

    {

        public Form1()

        {

            InitializeComponent();

        }

        private void Form1_Load(object sender, EventArgs e)

        {

            Conexion.Conectar();

            MessageBox.Show("conexion exitosa");

            dataGridView1.DataSource = llenar_grid();

        }

        public DataTable llenar_grid()

        {

            Conexion.Conectar();

            DataTable dt = new DataTable();

            string consulta = "SELECT * FROM alumno";

            SqlCommand cmd = new SqlCommand(consulta ,Conexion.Conectar());

            SqlDataAdapter da = new SqlDataAdapter(cmd);

            da.Fill(dt);

            return dt;

        }

    }

}