Question: A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Calculate expected excess returns, alpha values, and residual variances

A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Calculate expected excess returns, alpha values, and residual variances for these stocks. (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round "Alpha values" to 1 decimal place. Omit the "%" sign in your response.) Compute the proportion m the optimal risky portfolio (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) What is Sharpe s measure for the optimal portfolio and how much of it a contributed by the active portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places ) What should be the exact makeup of the complete portfolio for an investor with a coefficient of risk aversion of 3.8? (Do not round intermediate calculations Round your answers to 2 decimal places. Omit the % sign in your response.) A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Calculate expected excess returns, alpha values, and residual variances for these stocks. (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round "Alpha values" to 1 decimal place. Omit the "%" sign in your response.) Compute the proportion m the optimal risky portfolio (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) What is Sharpe s measure for the optimal portfolio and how much of it a contributed by the active portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places ) What should be the exact makeup of the complete portfolio for an investor with a coefficient of risk aversion of 3.8? (Do not round intermediate calculations Round your answers to 2 decimal places. Omit the % sign in your response.)

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