Portfolio ABC's standard deviation of returns is $40\%.$ Market portfolio has an expected return of $8\%$ and standard deviation of market returns

is $20\%.$ Correlation between ABC's returns and market portfolio returns is $0\mathrm{.}75.$ The risk$-$free rate is $2\%.$

What is the alpha of ABC if its actual realized return is $10\%?$ Use CAPM as the benchmark model in your calculation.

A$.-1\%$

B$.-2\%$

C$.2\%$

D$.1\%$