A portfolio manager summarizes the input from the macro and micro forecasters in the following table $($in image below$)$:

Required: use Treynor$-$Black model

A$.$ Calculate expected excess returns, alpha values, and residual variances for these stocks.

B$.$ Proportion in total Active Portfolio: $?$

Proportion in Passive Index: $?$

C$.$ What is the Sharpe Ratio for the optimal portfolio?

D$.$ Compared to the Sharpe Ratio of a purely passive index, by how much did the position in the active portfolio improve the Sharpe ratio?

E$.$ What should be the exact makeup of the complete portfolio $($including the risk$-$free T$-$bills$)$ for an investor with a coefficient of risk aversion of $2\mathrm{.}8?$

Note:

Do not round intermediate calculations. Round your answers to $2$ decimal places. Calculate using numbers in decimal form, not percentages. For example use $"20"$ for calculation if standard deviation is provided as $20\%.$ All required problems are pictured below besides Requirement A$.$ Thank you for your help.