Can someone help me determine the correct responses to this question?

1 Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 7.5% and 9.5%, respectively. The beta of A is .8, while that of Bis 1.7. The T-bill rate is currently 4%, while the expected rate of return of the S&P 500 index is 8%. The standard deviation of portfolio A is 13% annually, while that of B is 34%, and that of the index is 23%. 12 points Think about what are the appropriate performance measures to use in question a and b, and why eBook Print a. If you currently hold a market index portfolio, what would be the alpha for Portfolios A and B? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as a percentage rounded to 1 decimal place.) References Alpha Portfolio A Portfolio B % % b-1. If instead you could invest only in bills and one of these portfolios, calculate the sharpe measure for Portfolios A and B. (Enter your answer as a decimal rounded to 2 decimal places.) Sharpe Measure Portfolio A Portfolio B