[Refer to the Data in the table] E(R) SD Beta A 11% 10% .8 B 14% 31% 1.5 Market index 5% 20% 1.0 Notes 3.5% 0% 0.0 What is the Abnormal return of portfolio B using CAPM? Select one: O 4.33 O 0.45 O 8.25 O 10.75 0 2.25 O 5.25 O 10.08 O It cannot be computed