[单选题]

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 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.

参考答案与解析: