Question 19 4 pts Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 11% and 14%, respectively. The beta of Ais.8, while that of Bis 1.5. The T-bill rate is currently 6%, while the expected rate of return of the S&P 500 index is 12%. The standard deviation of portfolio A is 10% annually, while that of Bis 31%, and that of the index is 20% If you currently hold a market-index portfolio, which one of these portfolios would you choose to add to your existing holdings? portfolio A-its Sharpe ratio is 0.50 portfolio A - its alpha is 0.2% portfolio B. its alpha is -1.0% portfolio Bits Sharpe ratio is 0.26