Question: PLEASE ANSWER ALL QUESTIONS A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Macro Forecasts a . Calculate

PLEASE ANSWER ALL QUESTIONS
A portfolio manager summarizes the input from the macro and micro forecasters in the
following table:
Macro Forecasts
a. Calculate expected excess returns, alpha, and residual variance for these stocks.
b. Construct optimal risky portfolio
c. What is Sharpe's measure for the optimal portfolio and how much of it is
contributed by the active portfolio?
d. What should be the exact makeup of the complete portfolio for an investor with
a coefficient of risk aversion of 2.8?
PLEASE ANSWER ALL QUESTIONS A portfolio manager summarizes the input from

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