Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 9.8% and 14.6%, respectively. The beta of A is .6, while that of 8 is 1.7. The T-bill rate is currently 6%, while the expected rate of return of the S&P 500 index is 12%. The standard deviation of portfolio A is 16% annually, while that of 8 is 37%, and that of the index is 26%. If you currently hold a market index portfolio, what would be the alpha for Portfolios A and B? If instead you could invest only in bills and one of these portfolios, calculate the sharpe measure for Portfolios A and B