Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 7.4% and 10.1%, respectively. The beta of A is .7, while that of B is 1.8. The T-bill rate is currently 4%, while the expected rate of return of the S&P 500 index is 8%. The standard deviation of portfolio A is 22% annually, while that of B is 43%, and that of the index is 32%. Think about what are the appropriate performance measures to use in question a and b, and why If you currently hold a market index portfolio, what would be the alpha for Portfolios A and B? (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as a percentage rounded to 1 decimal place.) a. Alpha Portfolio A Portfolio B 0.6 % b-1. If instead you could invest only in bills and one of these portfolios, calculate the sharpe measure for Portfolios A and B. (Enter your answer as a decimal rounded to 2 decimal places.) Sharpe Measure Portfolio A Portfolio B