Consider the following information:

$\backslash$table$[[$Portfolio$,$Expected,$],[$Return$,$Beta,$],[$Risk$-$free,$5\%,0],[$Market$,10\mathrm{.}6,1\mathrm{.}0],[$A$.,8\mathrm{.}6,1\mathrm{.}6]]$

Required:

a$.$ Calculate the return predicted by CAPM for a portfolio with a beta of $1\mathrm{.}6.($Round your answer to $2$ decimal places.$)$

$$

b$.$ What is the alpha of portfolio $A.($Negative value should be indicated by a minus sign. Round your answer to $2$ decimal places.$)$

$\backslash$table$[[$Alpha$,\%$