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Consider the following information: Portfolio Risk-free Market Expected Return 7% 13.0 11.0 Beta 0 1.0 0.9 a. Calculate the expected return of portfolio A with

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Consider the following information: Portfolio Risk-free Market Expected Return 7% 13.0 11.0 Beta 0 1.0 0.9 a. Calculate the expected return of portfolio A with a beta of 0.9. (Round your answer to 2 decimal places.) Expected 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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