Question 17 1 pts You estimate the alphas for a bond fund manager and a equity fund manager. You estimate an alpha of 2% (per year) for the bond manager and a 4% (per year) alpha for the equity fund manager. Assuming you trust both alphas, which manager would you invest more in? O None of the above O The bond fund manager, because their alpha is lower O The equity fund manager, because their alpha is higher o It depends on the diversifiableon-systematic risk of each fund O You would invest in both in equal proportions