In the last 12 months: The market has returned 6.00% The T-bill yielded 1.00% Small stocks returned 5.00% Large stocks returned 7.00% . Value firms returned 2.00% Growth firms returned 8.00% Matheny Management has the following risk profile: BMKT = 1.20 BSMB = 2.15 BHML = -0.20 Question #2: What was the expected return on Matheny Management this year? (Input your answer rounded to two decimals and as a percentage; such as XX.XX%) E(TMM) = % Question #3: If the actual return was 5.00%, what was the alpha over the last 12 months? (Input your answer rounded to two decimals and as a percentage; such as XX.XX%) a = %