Question 10 1 pts Consider the theory of active portfolio management. Stocks A and B have the same beta and nonsystematic risk. Stock A has a lower positive alpha than stock B. You should want in your active portfolio equal proportions of stocks A and B more of stock Athan stock The answer cannot be determined from the information given more of stock than stock A D Question 11 1 pts A portfolio generates an annual return of 13%, a beta of 0.7, and a standard deviation of 17%. The market index risk premium is 9% and has a standard deviation of 21%. What is Jensen's alpha of the portfolio if the risk-free rate is 5%? 0.03 0.052 0.017 0.067