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If the T - bill rate is 5 % , what are the alphas of the two stocks? choose the closest ones A ) -

If the T-bill rate is 5%, what are the alphas of the two stocks? choose the closest ones
A)-4,1.15
(B)1,3.00
C)-5.5,0.25
D)-2.5,-0.10
You construct a portfolio of 10 million, consisting of 10 high beta stocks with beta 1.8 each and 10 low beta stocks with beta 0.5 each. You allocate 2 million to high beta stocks and 8 million to 10 low beta stocks. What is the portfolio beta? 1y2y3y0.80%1.40%1.50%1.70%1.00%1.30%1.20%1.10%0.40%1.00%1.50%1.90%6m
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