Please answer A and B.

Please show work.

Sorry, Part A was completed.

Question is to answer parts B, C, D, and E please

A portfolio manager summarizes the input from the macro and micro forecasters in the following tables Micro Forecasts Expected Residual Standard Asset Return (Beta Devotion stock A 21 1.6 52 Stock 18 1.8 61 Stock a 16 0.9 55 Stock D 13 1. 46 Macro Forecasts Expected standard Return Deviation Asset (%) Tobills le 0 Passive equity portfolio 16 24 a. Calculate expected excess returns, alpha values, and residual variances for these stocks (Negative values should be indicated by 4 minus sign. Do not round Intermediate calculations, Round Alpha Vallies to 1 decimal place.) Stock B Stock Stock D Excess returns Alpha Values Residual vanances Stock A % 56 % % % b. Compute the proportion in the optimal risky portfolio. (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: Stock A Stock B Stock C Stock D Micro Forecasts Expected Residual standard Return (%) Beta Deviation 21 1.6 52 18 1.8 61 16 0.9 55 13 1.3 46 Macro Forecasts Expected Return Asset (%) T-bills 10 Passive equity portfolio 16 Standard Deviation (X) 24 a. 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.) Excess returns Apha values Residual variances Stock 11% 14% 2,704 Answer is complete and correct. Stock B Stock C Stock D 81% 6% 3% (2.8) 1% 0.6% (48) 3.721 3,025 2,116 b. Compute the proportion in the optimal risky portfolio (Do not round intermediate calculations. Enter your answer os decimals rounded to 4 places.) Proportion c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Sharpe ratio d. By how much did the position in the active portfolio improve the Sharpe ratio compared to a purely passive index strategy? (Do not round intermediate calculations. Enter your answers os decimale rounded to A places) Active portfolio e. What should be the exact makeup of the complete portfolio (including the risk-free asset) for an investor with a coefficient of risk aversion of 21? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Bols M Final Positions % % A portfolio manager summarizes the input from the macro and micro forecasters in the following tables Micro Forecasts Expected Residual Standard Asset Return (Beta Devotion stock A 21 1.6 52 Stock 18 1.8 61 Stock a 16 0.9 55 Stock D 13 1. 46 Macro Forecasts Expected standard Return Deviation Asset (%) Tobills le 0 Passive equity portfolio 16 24 a. Calculate expected excess returns, alpha values, and residual variances for these stocks (Negative values should be indicated by 4 minus sign. Do not round Intermediate calculations, Round Alpha Vallies to 1 decimal place.) Stock B Stock Stock D Excess returns Alpha Values Residual vanances Stock A % 56 % % % b. Compute the proportion in the optimal risky portfolio. (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: Stock A Stock B Stock C Stock D Micro Forecasts Expected Residual standard Return (%) Beta Deviation 21 1.6 52 18 1.8 61 16 0.9 55 13 1.3 46 Macro Forecasts Expected Return Asset (%) T-bills 10 Passive equity portfolio 16 Standard Deviation (X) 24 a. 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.) Excess returns Apha values Residual variances Stock 11% 14% 2,704 Answer is complete and correct. Stock B Stock C Stock D 81% 6% 3% (2.8) 1% 0.6% (48) 3.721 3,025 2,116 b. Compute the proportion in the optimal risky portfolio (Do not round intermediate calculations. Enter your answer os decimals rounded to 4 places.) Proportion c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Sharpe ratio d. By how much did the position in the active portfolio improve the Sharpe ratio compared to a purely passive index strategy? (Do not round intermediate calculations. Enter your answers os decimale rounded to A places) Active portfolio e. What should be the exact makeup of the complete portfolio (including the risk-free asset) for an investor with a coefficient of risk aversion of 21? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Bols M Final Positions % %