The market price of risk is expected to be 6% and the risk-free is estimated to be 3.5% over the coming investment horizon. You have estimated the beta of your security equal to 1.2. You believe over your investment horizon that due to company activities the actual return will be 11.5%. a. Determine the expected return on the company. b. If you estimation prevails determine the Treynor and Jensen alpha you would achieve. c. Explain what should happen to the security in an efficient market context