A portfolio manager summarizes the input from the macro and micro forecasters in the following table. a. Calculate expected excess returns, alpha values, and residual variance for these stock (Negative values should be indicated by a minus sign, Do not round intermediate calculations, Round Alpha values to 1 decimal place. Omit the % in your response.)b. Compute the proportion of risky assets invested in the active portfolio. (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Proportion C. What is Sharpe?s measure for the optimal portfolio and how much of it is contributed by the active portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) d. What should be the exact makeup of the complete portfolio for an investor with a coefficient of risk aversion of 3.2? (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. a. Calculate expected excess returns, alpha values, and residual variance for these stock (Negative values should be indicated by a minus sign, Do not round intermediate calculations, Round Alpha values to 1 decimal place. Omit the % in your response.)b. Compute the proportion of risky assets invested in the active portfolio. (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Proportion C. What is Sharpe?s measure for the optimal portfolio and how much of it is contributed by the active portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) d. What should be the exact makeup of the complete portfolio for an investor with a coefficient of risk aversion of 3.2? (Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the % sign in your response.)