Assume your portfolio has achieved a return of 12% over the past year. It has a Beta of 1.1 and your performance benchmark returned 11% over the same time period. The risk-free rate is 2%. In a risk-averse world where we have to care about not just return but risk as well, how much Alpha has your portfolio earned? 0.5% 2.10% 0.1% 0.1% 1.2%