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Consider the following information: Expected Return 5% Portfolio Risk-free Market Beta 0 1.0 1.3 8.0 a. Calculate the return predicted by CAPM for a portfolio

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Consider the following information: Expected Return 5% Portfolio Risk-free Market Beta 0 1.0 1.3 8.0 a. Calculate the return predicted by CAPM for a portfolio with a beta of 1.3. (Round your answer to 2 decimal places.) Return % b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha T %

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