he following table contains information on the expected return, beta, market value of equity, and Jok value of equity for 9 stocks: NFLX TSLA DIS PFE 7.0% 9.8% 12.6% 5.4% 0.4 PSX XEL TGT SBUX SO 16.3% 19.1% 15.2% 11.2% 14.1% 1.2 0.2 0.6 0.9 2.2 2.0 0.7 0.3 E[r] Beta Market Value of Equity Book Value of Equity 132.4 73.8 255.3 206.4 53.0 31.6 79.3 99.8 28.3 5.2 14.9 88.8 43.4 24.9 12.2 15.3 5.8 1.1 uppose the market risk premium is 10.0% and the risk-free rate is 1.0%. What is the alpha on an qually-weighted portfolio of the three stocks with the smallest book-to-market ratios? 0 -6.396 O 3.5% 6.5% 0 -1.2%