Assume that in no-arbitrage equilibrium, the expected returns for any diversified portfolio depends on the market risk factor portfolio and the interest rate risk factor portfolio. Assume the correlation between the two factors equals zero, and that the idiosyncratic risk of the ETF is zero. A) Use the information to calculate the equilibrium expected returns for the ETF. B) Given current market prices, Ken expects to earn 10% if he buys XYZ. What is the alpha for XYZ