Question 22 3 points Save Anne Three securities have the characteristics described in the following table: Stock X Stock Y Stock Z -1% 4% 3% 0.6 1.8 0.8 Jei 4% 8% 6 A portfolio consists of Sow of the investors funds in Y, and the remaining amount cansats of 25 in each of the other assets X and Z. The expected market return is 12-124) and the standard deviation of market returns is 5 (-5) What is the alpha of the portfolio Less than 1.5 O Greater than or equal to 15 and less than 29 Greater than or equal to 29 and less than 2.5 O Greater than or equal to 2.54 and less than 30 Greater than or equal to 3%