Question: For a given portfolio, the expected return is 9% with a standard deviation of 16%. The beta of the portfolio is 0.8. The expected return

For a given portfolio, the expected return is 9% with a standard deviation of 16%. The beta of the portfolio is 0.8. The expected return of the market is 12% with a standard deviation of 20%. The risk free rate is 3%. The portfolio's alpha is:

	A.	-0.6%
	B.	+0.6%
	C.	-1.2%
	D.	+1.2%

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