Assume that the risk-free rate is 6% and the expected market return is 16%. The expected returns and the betas of the following 4 securities are given below: What is the alpha of an equally-weighted portfolio that consists of all over-priced securities? a. 0.596 b. 1.5% c. 0.5% d. 1% e. -1.596 f. 1% g. 296 h. 2%