Micro Forecast
Asset	Expected Return	Beta	Residual Std Dev
Stock A	17%	1.2	62%
Stock B	15%	1.0	50%
Stock C	12%	0.8	48%
Stock D	10%	1.0	75%

Macro Forecast
Asset	Expected Return	Std Dev
T-Bill	6%	0%
Index Portfolio	15%	22%

Pleas help me calculate the alpha values for each of the stocks, the initial positions of each stock in an active portfolio, an initial overall position for the active portfolio, the adjusted position in the active portfolio, the optimal weights for the risky portfolio, the risk premium on the optimal risky portfolio, the variance of the optimal risky portfolio, and the Sharpe ratios for the active portfolio, the index, and the optimal risky portfolio.