Question 20 Not yet answered Marked out of 6.00 Flag question The market is expected to generate an 11% p.a. return and the risk-free rate is 4%p.a. A portfolio manager has 80% of her capital allocated to stock A with a beta of 0.9, which generated an actual total return of 12%. 20% of her capital is allocated to stock B with a beta of 1.3, which generated an actual total return of 13%. What Alpha was generated by the manager by allocating more capital to stock A? a. 1.18% O b. 0.85% C. 1.34% d. 1.59%