In APT (Arbitrage Pricing Theory) multi-factors model, we assume there are two risk factors, accidental changed on inflation and productivities. We expected both factors would change 39 and 10% next year respectively. If a portfolio has the correlation with the two factors are B-07 and B2=0.5, respectively, suppose the portfolio actually has an excess retum of 1196. What's the portfolio's alpha? OA 0.5% 3.9096 OB 2009 D009