Question: Consider the following information: Portfolio Expected Return Standard Deviation Risk-free 5 % 0 Market 13.2 1.0 A 8.0 0.6 a. Calculate the expected return of

Consider the following information:

Portfolio Expected Return Standard Deviation
Risk-free 5 % 0
Market 13.2 1.0
A 8.0 0.6

a. Calculate the expected return of portfolio A with a beta of 0.6. (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 %

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