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Stock A has an alpha of 1% and an expected return of 12%. Stock B has an alpha of 1.5% and an expected return of

Stock A has an alpha of 1% and an expected return of 12%. Stock B has an alpha of 1.5% and an expected return of 6%. You invest $800 in Stock A, $600 of your portfolio in Stock B and $1400 in the risk-free rate. The risk-free rate is 2%. What is the alpha of your portfolio? a. 0.61% b. 1.21% c. 1.25% d 1.61%

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