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Q-109. Calculate the alpha value using the formula: α=σpnL=σ1+(n−1)ρLn\alpha = \frac{\sigma_p}{nL} = \frac{\sigma \sqrt{1 + (n - 1)\rho}}{L\sqrt{n}}α=nLσp=Lnσ1+(n−1)ρ where σ_p = portfolio standard deviation, n = number of loans, L = loan amount, ρ = correlation
A
0.025674
B
0.02799848
C
0.029451
D
0.031267
