5. Given the information below, compute the alpha of stock A relative to the portfolio and show that you should tilt away from A. How can tilting away from stock A improve the portfolio Sharpe ratio, even thought it is expected to earn twice the return of the portfolio? Assume the annual risk-free rate is 2%. In the table below the Greek letter (rho) stands for the correlation between the portfolio and asset A. If you tilt the portfolio by 1% towards stock A, what will be the the Sharpe ratio of the tilted portfolio