Question: You are provided some data about the market: The expected return of the market portfolio is 12.5%, the market's volatility is 19.9%, and the risk-free

You are provided some data about the market: The expected return

You are provided some data about the market: The expected return of the market portfolio is 12.5%, the market's volatility is 19.9%, and the risk-free rate is 1.5%. If the beta of LEVI is 1.16, according to the CAPM, LEVI should have some expected return. However, you think that LEVI has an expected return of 11.8%. What do you think is the alpha of LEVI

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