Four securities have the characteristics described in the following table: Stock A Stock B Stock C Stock D a 4% 8% 10% 6% B 2.2 1.5 0.5 0.8 ei 4% 8% 4% 2% Use the table and a Single Index Model for problems 14-17 to calculate the requested values for an equally weighted portfolio made up of the four assets, given an expected market return of 6% (Rm = 6%) and a market risk of 4% (m = 4%). What is the value of the portfolio's alpha? a. Less than 5 b. Greater than or equal to 5 but less than 6 C. Greater than or equal to 6 but less than 7 d. Greater than or equal to 7 but less than 8 e. Greater than or equal to 8