Question 4 1 pts Consider three stocks A, B, and C for which you have the following information: Stock A Expected Return 13.5% 13% 15.5% Beta 0.9 1.02 1.06 Moreover, you know that the risk-free rate is R; = 0.5% and the market expected return is E[RM]= 15.5%. Using the three stocks, you decide to form a portfolio that has the same systematic risk as the market (i.e., the beta of the portfolio is pp = 1) while making sure that stocks A and B receive equal weights. What is the alpha of that portfolio? -4.54 % - 1.35 % 3.78 % -2.58 %