The following data are available relating to the performance of the Go-Short Hedge Fund and the Market portfolio: Go-Short Hedge Fund 2296 Market Portfolio 1596 Average Return Standard Deviation of Returns Beta Residual risk 4296 1.50 896 1296 1.00 09 The risk-free return during the sample period was 69. Would you invest your capital with the Go-Short Hedge Fund if this fund charges a management fee of 2.5%? O a Yes, because the after-fee alpha is positive b. Yes, because the before-fee alpha is positive Oc. I am indifferent because the after-fee alpha is equal to zero O d. No, because the after-fee alpha is negative