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Fund A and B have betas of 1.2 and 0.8 respectively relative to a style benchmark. If you follow the industry practice to estimate their

Fund A and B have betas of 1.2 and 0.8 respectively relative to a style benchmark. If you follow the industry practice to estimate their alphas, most likely you will: A. underestimate the alpha of Fund A and overestimate the alpha of Fund B B. underestimate the alpha of Fund B and overestimate the alpha of Fund A C. underestimate the alphas of both funds D. overestimate the alphas of both funds

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