A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Asset Stock A Stock Stock C Stock 0 Micra Forecasts Residual Expected Standard Return (2) Beta Deviation (%) 20 1.3 26 17 2.0 80 16 1.0 69 11 1.0 60 Macro Forecasts Expected Return Standard Deviation (3) 0 25 T bills Passive equity portfolio 7 15 e. Calculate expected excess retums, 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 C Stock D % 96 % Excess returns Alpha values Residual variances 7 b. Compute the proportion in the optimal risky portfolio (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer os decimals rounded to 4 places.) Proportion A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Asset Stock A Stock Stock C Stock 0 Micra Forecasts Residual Expected Standard Return (2) Beta Deviation (%) 20 1.3 26 17 2.0 80 16 1.0 69 11 1.0 60 Macro Forecasts Expected Return Standard Deviation (3) 0 25 T bills Passive equity portfolio 7 15 e. Calculate expected excess retums, 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 C Stock D % 96 % Excess returns Alpha values Residual variances 7 b. Compute the proportion in the optimal risky portfolio (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer os decimals rounded to 4 places.) Proportion