a) Suppose the investor cannot borrow or take short positions, how should the investor's capital be allocated among the two funds such that th investor's beta is 1? (2 marks) b) Based on the allocation in part a), what is the investor's alpha? (1 mark) investor if she wants to maximize alpha and still maintain a beta of 1 ? What is the investor's alpha based on your recommendation? (3 marks) a) Suppose the investor cannot borrow or take short positions, how should the investor's capital be allocated among the two funds such that th investor's beta is 1? (2 marks) b) Based on the allocation in part a), what is the investor's alpha? (1 mark) investor if she wants to maximize alpha and still maintain a beta of 1 ? What is the investor's alpha based on your recommendation