In a single-index model, the following table gives the expected returns, alphas (a), standard deviation (c), beta () and firm-specific standard deviation (0) for the market, the risk-free asset, the three stocks A, B and C, all in annualized terms. Asset E[r] 0 0 B 1.00 30.0% 5.0% -5.0% B 10.0% 100.0% 10.0% 0.50 Market 40.0% 5.0% 20.0% Risk-free 0.0% Find the alpha of the market portfolio. 0% 10% -5% -10%