You manage a portfolio with 80% in Stock A and 20% in Mutual Fund B. Five months have passed and you have the following statistics for the two assets and portfolio. Stock A Mutual Fund B Average monthly return 0.95% 0.25% Standard deviation 1.396 0.5% Beta 1.3 0.3 Portfolio monthly standard deviation: 1.10% Annual market risk premium is 10% and annual risk-free rate is 1%. Question (a): What's the monthly portfolio return? (in %, keep two decimals) Question (b): What's the portfolio beta(keep two decimals) Question (c): What's Sharpe ratio of the portfolio(koop two decimals) Question (d): What's Jensen's Alpha of the portfolio based on monthly data? (in %, keep two decimals) 96