Suppose that the risk$-$free rate is $5\%$ and the market portfolio has an expected return of $13\%$ with a volatility of $18\%.$ Monsters Inc. has a $24\%$ volatility and a correlation with the market of $\mathrm{.}60,$ while California Gold Mining has a $32\%$ volatility and a correlation with the market of $-\mathrm{.}7.$ Assume the CAPM assumptions hold. Suppose that Monsters' expected return is $12\%.$ Then Monsters' alpha is closest to:

A$.-2\mathrm{.}0\%$

B$.-1\mathrm{.}0\%$

C$.1\mathrm{.}0\%$

D$.0\mathrm{.}5\%$