Question 14 Not yet answered Marked out of 5.00 Flag question If you find one asset with a positive alpha and one asset with a negative alpha, the optimal way to exploit them is to... Select one: a. Combine the assets into a portfolio with weights corresponding to their alpha-to-unsystematic variance ratio b. Combine the assets into a portfolio with weights corresponding to their alpha-to-unsystematic standard deviation ratio c. Ignore the asset with the negative alpha d. None of the above e. Ignore the asset with the smaller mispricing