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