As in Question 21: Given the standard deviation and return of portfolio A (indicated by a point in the risk-return chartabove), and a risk-free rate of 1%. Assume you estimated the following regression explaining excess returns of portfolio A by excess returns of the Market: r subscript a minus r subscript f equals 0.01 plus 1.3 left parenthesis r subscript M minus r subscript f right parenthesis. In this case the alpha of portfolio A is and the beta is