Problem $4\mathrm{.}3$: The risk$-$free rate in $5\%$ and the market expected return in $12\%.$ Tha $($actuad$)$ expected retarns and the betan of $4$ securities are provided below

$\backslash$table$[[$Stock$,E(r),$Ihes$],[$E$,15\%,1\mathrm{.}4],[y,10\%,0\mathrm{.}8],[0,126,1],[$H$,10\%,0\mathrm{.}6]]$

Eatimate the alphas of the $4$ necuritios.

Whilh severity$/$eeruritien would you short becanes they are owerpricod?

What is the aphis of as equally$-$wrighted portfolio coneisting of the $4$ mocurities?