both ?s please

You have data on 3 portfolios. Portfolio 1 is made up of Treasury Securities. It has an Expected Return of 4% and a Standard Deviation of 0\% Portfolio 2 is made up of the Market Index. It has an Expected Return of 12.5% and a Variance of.034225 Portfolio 3 is made up of Risky Assets. It has an Expected Return of 15.6% and a Variance of .055225 The risk free rate is 5% Based on the CAPM, compute the Sharpe Ratio for the Risky Portfolio. Sharpe ratio: (Eri-Rf) / SDi Round to 4 decimal Places. Question 8 You have the following information: 10 year Treasury Yield =3.87% Treasury Beta =0 Market Portfolio Expected Return =17.85% Market Beta =1.0 Risky Portfolio Expected Return =19.25% Risky Portfolio Beta =1.2 Based on the CAPM: The Required Return on the Risky Portfolio based on Market Forces =20.65% What is the Alpha Value? Round to 4 decimal places. You have data on 3 portfolios. Portfolio 1 is made up of Treasury Securities. It has an Expected Return of 4% and a Standard Deviation of 0\% Portfolio 2 is made up of the Market Index. It has an Expected Return of 12.5% and a Variance of.034225 Portfolio 3 is made up of Risky Assets. It has an Expected Return of 15.6% and a Variance of .055225 The risk free rate is 5% Based on the CAPM, compute the Sharpe Ratio for the Risky Portfolio. Sharpe ratio: (Eri-Rf) / SDi Round to 4 decimal Places. Question 8 You have the following information: 10 year Treasury Yield =3.87% Treasury Beta =0 Market Portfolio Expected Return =17.85% Market Beta =1.0 Risky Portfolio Expected Return =19.25% Risky Portfolio Beta =1.2 Based on the CAPM: The Required Return on the Risky Portfolio based on Market Forces =20.65% What is the Alpha Value? Round to 4 decimal places