单选题
编号：2692133
1. The risk-free rate is 5% and the expected market risk premium is 10%. A portfolio manager is projecting a return of 20% on a portfolio with a beta of 1.5. After adjusting for its systematic risk, this portfolio is expected to:
- A.Equal the market's performance.
- B.Outperform the market.
- C.Underperform the market.