5. An analyst estimates the single index model for a portfolio using regression analysis. He uses the portfolio total return as the dependent variable and the market return as the independent variable. The intercept of the regression equation is 1% and is 1.2. The risk-free rate of return is 2%. What is the alpha of the portfolio? (1 mark) 0.20% 1.00% 1.40% 2.00% None of the above