2. Consider data resulting from a regression of security returns on to market index reflecting the market or single index model. Beta 1.3 0.9 Securit Alpha 1.5 .5 2.A. Calculate alpha and beta of a portfolio consisting in 30 % allocation to security A and 70% allocation to security B. Show the resulting single index model equation or market model equation. (15 points) 2.B: According to alpha and Beta of the portfolio you have calculated above in part A, if the market return is 10 % what would be (calculate) return on your portfolio. (10 points)