$11.$ You just constructed a net long equity long$/$short portfolio with the following characteristics:

Net Dollar Exposure $$1,255,000$

Portfolio Beta $1\mathrm{.}33$

Portfolio Alpha $20\%$

a$)$ Your expected market $($S&$500)$ return for the rest of $2024$ is $-7\mathrm{.}5\%$ and the risk$-$free rate is $4\%.$ What is the expected return of your portfolio

and the return attributable to beta $($both $ and $\%)(2$pt$)$

E$[$rp$]$ Beta Return $(\%)$ Beta Return $($$$)$