Question 14 1 pts A portfolio generates an annual return of 13%, a beta of 1.7, and a standard deviation of 17%. The market index return is 14% and has a variance of 4.41%. The risk-free rate is 5%. True or False: To short the portfolio can capture alpha if this portfolio generates an annual return of 14%, a beta of 1.5, and the market index returns 12%. The risk free rate is 5%. True False