you 3. Given the information below, compute the alpha of stock A relative to the portfolio. Indicate if should tilt the portfolio towards or away from A. Assume the annual risk-free rate is 2%. In the table below the Greek letter p (rho) stands for the correlation between the portfolio and asset A. If the portfolio by 1% towards stock A, what will be the the Sharpe ratio of the tilted portfolio? you tilt portfolio A E[r] 15% 16% stdev 0.20 0.25 P 0.14