1 question. Parts A-E

a. Calculate expected excess returns, alpha values, and residual variances for these stocks. (Negative values should be indicated b) a minus sign. Do not round intermediate calculations. Round "Alpha values" to 1 decimal place.) A portfolio manager summarizes the input from the macro and micro forecasters in the following table. b. Compute the proportion in the active portfolio and the passive index. (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.). d. By how much did the position in the active portfolio improve the Sharpe ratio compared to a purely passive index strategy? (Do no round intermediate calculations. Enter your answer as decimals rounded to 4 places.) e. What should be the exact makeup of the complete portfolio (including the risk-free asset) for an investor with a coefficient of risk aversion of 2.9 ? (Do not round intermediate calculations. Round your answers to 2 decimal places.)