Four securities have the characteristics described in the following table:

	Stock A	Stock B	Stock C	Stock D
	4%	8%	10%	6%
	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% (R_m = 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