A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Calculate the following for a portfollo manager who is not allowed to short sell securities. If allowed to short sell securities, the manager's Sharpe ratio is 0.4085 . a. What is the cost of the restriction in terms of Sharpe's measure? (Do not round intermediate calculations. Enter your answer os decimals rounded to 4 ploces.) b. What is the utilly loss to the investor (A=3,0 ) given his new complete portfolio? (Do not round intermediate colculations. Round your answers to 2 decimal pinces.)