The following table contains information on the expected return, market beta, financial intermediary beta, market value of equity, and book value of equity for 6 stocks: NFLX DIS PFE 12.9% 12.7% 4.9% PSX 16.3% 1.2 XEL SQ 17.1% 14.1% 0.2 2.2 2.0 1.6 0.4 -0.2 0.2 -0.2 0.8 1.0 0.0 E[r] Market Beta Financial Intermediary Beta Market Value of Equity Book Value of Equity 132.4 255.3 206.4 83.0 31.6 28.3 5.2 58.8 43.4 26.9 12.2 1.1 Suppose the market risk premium is 7.0%, the risk premium on the financial intermediary risk factor is 12.0%, and the risk-free rate is 1.0%. What is the alpha (according to the two factor model) on an equally-weighted portfolio of the two largest cap stocks? 0 -1,0% O 0.2% O 3.1% O 0.8%