a) If you currently hold a market index portfolio, what would be the alpha for Portfolio B? (round to 3 decimals)

b) If instead you could invest only in bills and one of these portfolios, calculate the sharpe measure for Portfolio A. (round to 2 decimals)

c) If instead you could invest only in bills and one of these portfolios, calculate the sharpe measure for Portfolio B. (round to 2 decimals)

Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 9.5% and 12.5%, respectively. The beta of A is.8, while that of B is 1.7. The T-bill rate is currently 5%, while the expected rate of return of the S&P 500 index is 10%. The standard deviation of portfolio A is 15% annually, while that of Bis 36%, and that of the index is 25%