You have the following information: A B с Market Alpha 2% 3% 0% Beta 1.5 0.5 1 Res. 2.00% 0.90% 0.00% Variance Std.Dev 9% 15% 12% 8% Excess 6% Return What is the alpha of the active portfolio? Note: Round to 3 decimals. The margin of error here is +/- 0.01. 1% 2 1.00% -2% 2 0.85% 11%

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