You are given the following estimates of Stock A and Stock B: Stock A Actual E[Ri] VAR[Ri] COV(Ri, RMkt) 9% 0.0518 0.0254 15% 0.0392 0.0515 Stock B where the actual E[R] is the expected retuin estimated as the expected price in one year divided by the current price (neither stock pays dividends). The expected return on the market is 8% and its variance is 0.0497. The risk-free rate is 5%. Consider an equal-weighted portfolio P invested in A and B. According to the CAPM, what is the alpha of P