E[r~ABC]=rF+M(E[M]rF)+IP(E[PP]rF)+oil(E[oll]rF) You are in charge of a $100 million Centurion Super Select Fund. You are considering investi all your money into a particular stock. Consider the following multifactor model of security returns for the stock: A. If T-bills currently offer a 3% yield, the expected rate of return on this stock is B. At the end of the year, you see that the actual factor realizations are: Market =9%, Industrial Production =7%, Oil Prices =3% Based on the known value of the "surprises", the "expected" return on the stock is C. Suppose the stock actually returns 15% Your alpha is % E[r~ABC]=rF+M(E[M]rF)+IP(E[PP]rF)+oil(E[oll]rF) You are in charge of a $100 million Centurion Super Select Fund. You are considering investi all your money into a particular stock. Consider the following multifactor model of security returns for the stock: A. If T-bills currently offer a 3% yield, the expected rate of return on this stock is B. At the end of the year, you see that the actual factor realizations are: Market =9%, Industrial Production =7%, Oil Prices =3% Based on the known value of the "surprises", the "expected" return on the stock is C. Suppose the stock actually returns 15% Your alpha is %