A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Micro Forecast Residual Expected Standard AssetReturn) Beta Deviation Stock 21 1.4 58 Stock 10 2.3 71 Stock 17 0.9 60 Stock 12 1.0 55 Macro Forecast expected standard Return Deviation (3) T-bills 8 0 Passive equity portfolio 16 6. 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.) Stock A Stock B Stock Stock D % % Excess returns Alpha values Residual variances