Security analyst Jo identified three potential securities A, B and C for investment. The market portfolio M provides 12% pa return and risk-free return (rf) is 4% pa. In the following chart Jo draws the securities market line and identifies the relative positions of these three securities. Using | the data given on the chart below identify the security which will give you maximum abnormal return (alpha). Explain your answer with reasons.~ Security Market Line 20 18 B C Expected Return (%] M ON &GO SEEE A rf 0.5 1.5 2 2.5 B