Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 8.5% and 10.4%, respectively. The beta of A is .6, while that of B is 1.3. The T-bill rate is currently 5%, while the expected rate of return of the S&P 500 index is 10%. The standard deviation of portfolio A is 11% annually, while that of B is 32%, and that of the index is 21%. a. If you currently hold a market index portfolio, what would be the alpha for Portfolios A and B?