A singie mispriced asset has an alpha =20%, a beta =1.0 and unsystematic nisk of 5.0%. The market risk premium is 6.095 and the matket's Sharpe Ratio is 0.4. In constructing an optimal allocation between the mispriced asset and the market what proportion of your investment would you place in the muspriced asset? a. 1284 b. 15% c 200% d. 25% e. The asset is not mispriced Clear my choict