You have constructed a well$-$diversified active portfolio A that inhibits the following

security characteristic line on excess returns: $R(A)=$ alpha$\_$a $+$ b$\_$a$*($rSP $-$ rf$),$ where

alpha$\_$a $=-0\mathrm{.}04.,b_a=1\mathrm{.}4.rSP$ is the return on the S&P$500$ and rf is the risk$-$free rate.

What tracking portfolio T would you construct? To answer the question: Enter the $\%$

you would hold in rSP$.$ If you long the rSP$,$ enter a positive number. If you short rSP$,$

enter a negative number.