A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Miera Yarecasts Hesidual Expected Standard Annet Return (8) Beta Deviation (N) 24 57 22 1.9 0.8 Stock D 1.2 55 1.5 Stock A Stock Stock C 18 15 66 59 MACRO Forecast Asset Expected Return (8) T-billa 2 Passive equity portfolio 17 Seandard Deviation (1) 0 28 Calculate the following for a portfolio manager who is not allowed to short sell securities. If allowed to short sell securities, the manager's Sharpe ratio is 0.3048. a. What is the cost of the restriction in terms of Sharpe's measure? (Do not round Intermediate calculations. Enter your answer as decimals rounded to 4 places.) Cost of restriction