Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and Bare 12% and 16% respectively. The beta of Ais 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 is 12% annually, that of Bis 31%, and that of the S&P 500 index is 18%. a. Calculate the alphas for the two portfolios (Negative amount should be indicated by a minus sign. Round your answers to 1 decimal place.) Answer is complete but not entirely correct. Portfolio A Portfolio B 0.68 % 0.4 % b. If you could invest only in T-bills and one of these portfolios, which would you choose? Portfolio A Portfolio B