You collected data regarding the following securities and portfolios: E(r) Security Security B Security C WA= 40% WB= 60% Security A Security B Security C 5% 10% 7.50% Variance-Covariance Matrix Security A Security B Security C 0.01 -0.002 0.0005 Portfolio BETA: WB = 30% Wc-70% Consider that all securities are in equilibrium, the return from the riskless asset is 2%, the market risk premium is 5% and the volatility of the market portfolio is 5%. Portfolio OMEGA: WALPHA= 20% WBETA= 80% 0.02 0.01 Consider that you are interested in creating one of the following portfolics: Portfolio ALPHA: 0.013