4 value: 2.50 points Alpha and Pricing The risk free rate is 2.2% and the market price of risk is 10.5%. A stock with a beta of 1.5 has an expected dividend yield of 4% and an expected capital gain of 12%. This stock's alpha is equal to and the stock is 8.65%; underpriced 1.95%; underpriced 0-195%; overpriced 0 +8.65%; overpriced