Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 11% and 14%, respectively. The beta of A is .8 while that of B is 1.5. 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 10% annually, while that of Bis 31%, and that of the index is 20%. Which of the following is closest to the alpha of portfolio B? +1.00% -0.20% -1.00% +0.20%