Consider the following information: 4 points Portfolio Risk-free Expected Return Beta Market {:[12%,0],[12.8,1.0],[11.5,0.8]:} Required: a. Calculate the expected return of portfolio A with a beta of 0.8 . (Round your answer to 2 decimal places.) Expected return % b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha %

Consider the following information: Required: a. Calculate the expected return of portfolio A with a beta of 0.8. (Round your answer to 2 decimal places.) b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.)