Based on Chapter 18) Saved Help Sove & Exit Submit Check my work Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 12% and 16%, respectively. The beta of Ais 0.7, while that of Bis 1.4 The T-bill rate is currently 5%, whereas the expected rate of return of the S&P 500 index is 13%. The standard deviation of portfolio A ls 12% annually, that of Bis 31%, and that of the S&P 500 index is 18%. ok Required: a. Calculate the alphas for the two portfollos. (Do not round intermediate calculations. Round your answers to 1 decimal place. Negative amount should be indicated by a minus sign.) Forlama onces % Portfolio A Portfolio B %