MERCURY ALPHA FUND INC
N-8A, 1998-06-04
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<PAGE>   1
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    FORM N-8A

                       NOTIFICATION OF REGISTRATION FILED
                         PURSUANT TO SECTION 8(a) OF THE
                         INVESTMENT COMPANY ACT OF 1940

           The undersigned investment company hereby notifies the Securities and
Exchange Commission that it registers under and pursuant to the provisions of
Section 8(a) of the Investment Company Act of 1940 and in connection with such
notification of registration, submits the following information:

<TABLE>
<S>                                                  <C>
Name:                                                MERCURY ALPHA FUND, INC.


Address of Principal Business Office
  (No. & Street, City, State, Zip Code):             P.O. Box 9011, Princeton, N. J. 08543-9011

Telephone Number (including area code):              609-282-2800

Name and address of agent for service
  of process:                                        Arthur Zeikel
                                                     Mercury Alpha Fund, Inc.
                                                     P.O. Box 9011
                                                     Princeton, New Jersey 08543-9011
</TABLE>
Check Appropriate Box:

           Registrant is filing a Registration Statement pursuant to Section
8(b) of the Investment Company Act of 1940 concurrently with the filing of Form
N-8A:

                                  X  Yes    No
                                 ---    ---

           Pursuant to the requirements of the Investment Company Act of 1940,
the registrant has caused this notification of registration to be duly signed on
its behalf in the Township of Plainsboro and State of New Jersey on the 4th day
of June, 1998.

                            MERCURY ALPHA FUND, INC.

                            By:/s/ Robert E. Putney III
                               -------------------------------
                               Robert E. Putney, III, Director

Attest: Fabio Battaglia
       --------------------
        John Templeton
       --------------------




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