A portfolio manager summarizes the input from the macro and micro forecasters in the following table: a. Calculate expected excess returns, alpha values, and residual varlances for these stocks. (Negative values should be Indicated b a minus sign. Do not round Intermedlate calculations. Round "Alpha values" to 1 decimal place.) b. Compute the proportion In the active portfolio and the passive Index. (Negatlve values should be Indicated by a minus sign. Do not round Intermedlate calculations. Enter your answer as decimals rounded to 4 places.) :. What Is the Sharpe ratio for the optimal portfolio? (Do not round Intermedlate calculations. Enter your answer as decimals ounded to 4 places.) 4. By how much did the position in the active portfolio Improve the Sharpe ratio compared to a purely passive Index strategy? (Do not ound Intermedlate calculatlons. Enter your answer as decimals rounded to 4 places.) What should be the exact makeup of the complete portfolio (Including the risk-free asset) for an Investor with a coefficlent of risk aversion of 2.9 ? (Do not round Intermedlate calculations. Round your answers to 2 decimal places.) A portfolio manager summarizes the input from the macro and micro forecasters in the following table: a. Calculate expected excess returns, alpha values, and residual varlances for these stocks. (Negative values should be Indicated b a minus sign. Do not round Intermedlate calculations. Round "Alpha values" to 1 decimal place.) b. Compute the proportion In the active portfolio and the passive Index. (Negatlve values should be Indicated by a minus sign. Do not round Intermedlate calculations. Enter your answer as decimals rounded to 4 places.) :. What Is the Sharpe ratio for the optimal portfolio? (Do not round Intermedlate calculations. Enter your answer as decimals ounded to 4 places.) 4. By how much did the position in the active portfolio Improve the Sharpe ratio compared to a purely passive Index strategy? (Do not ound Intermedlate calculatlons. Enter your answer as decimals rounded to 4 places.) What should be the exact makeup of the complete portfolio (Including the risk-free asset) for an Investor with a coefficlent of risk aversion of 2.9 ? (Do not round Intermedlate calculations. Round your answers to 2 decimal places.)