Question 22 3 points Three securities have the characteristics described in the following table: Stock X Stock Y Stock 4% 394 1.8 Oci 896 6% A portfolio concies or sow of the investors funds in y, and the remaining moont ensists of 25 in each of the other assets and 2. The espected markeret 28 m and the standard deviation of market returns is 5 m 0.6 0.8 What is the alpha of the portfolio O A Less than 15W On Greater than or equal to 1.5 and less than 2 Greater than or equal to and less than 25 ODGreater than or equa10 2,5and less than 1 O Greater than or equal to