A portfolio manager summarizes the input from the macro and micro forecasts in the following table: \begin{tabular}{|l|c|c|c|} \hline \multicolumn{3}{|c|}{ Microforecasts } \\ \hline Srock A & 20 & 1.50 & 60 \\ \hline Stock B & 18 & 200 & 40 \\ \hline \end{tabular} \begin{tabular}{|c|c|c|} \hline \multicolumn{2}{|c|}{ Macro Forecasts } \\ \hline Thbils & 5 & 0 \\ \hline Passive Equity Portiollo (m) & 16 & 25 \\ \hline \end{tabular} a. Calculate expected excess returns, alpha values, and residual varlances for these stocks. Instruction: Enter your onswer as a parcentoge (rounded to two decimol places) for expectod excess returns and olpho voluce. Expected excess return on stock A % Alpha of stock A Alpha of stock B Instruction: Enter your answar os o decimal number rounded to two dacimol places for residual veriances. Residual variance of stock A Residual variance of stock B Instruction: for port b, entoryour response as a dacimol number roundad ro four decimel places. b. Suppose that the portfollo manager follows the Treynor-Black model, and constructs an active portfollo (p) that consists of the above two stocks. The alpha of the active portfollo (p) is 18%, and its residual standard deviation is 150%. What is the Sharpe rato for the optimal portfollo (consisting of the passive equilly portfollio and the active portifillo (p)?! Whats the m2 of the optimal portiollo