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The market is expected to generate a 11% return and the risk free rate is 4%. A portfolio manager has 80% of her capital allocated

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The market is expected to generate a 11% return and the risk free rate is 4%. A portfolio manager has 80% of her capital allocated to stock A with a beta of 0.9, which generated a total return of 12%. 20% of her capital is allocated to stock B with a beta of 1.3, which generated a total return of 13%. What Alpha was generated by the manager by allocating more capital to stock A? O 0.85% 1.34% O 1.59% 1.18%

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