In the context of the Capital Asset Pricing Model (CAPM), the relevant risk is unique risk. systematic risk. standard deviation of returns. variance of returns. According to the Capital Asset Pricing Model (CAPM), fairly-priced securities have positive betas. zero alphas. negative betas. positive alphas. negative alphas. Studies of liquidity spreads in security markets have shown that illiquid stocks earn higher returns than liquid stocks. illiquid stocks are good investments for frequent, short-term traders. O liquid stocks earn higher returns than illiquid stocks. both liquid and illiquid stocks earn the same returns. Your opinion is that CSCO has an expected rate of return of 0.13. It has a beta of 0.9. The risk-free rate is 0.04 and the market expected rate of return is 0.12. What is the alpha of this security according to the Capital Asset Pricing Model? (Please round your answer to three decimal places.)