please solve question b, c and d. with explanations.

A portfolio manager summarizes the input from the macro and micro forecasters in the following table Micro Forecasts Residual Expected Standard Return (%) Beta Deviation (%) 22 6e 19 1.8 72 18 1.0 61 13 1.0 56 Asset Stock A Stock B Stock C Stock D 1.5 Macro Forecasts Expected Return (*) Thills 9 Passive equity portfolio 17 Standard Deviation (2) 23 d. Calculate expected excess returns alpha values, and residual variances for these stocks (Negative values should be indi minus sign. Do not round intermediate calculations. Round "Alpha values" to 1 decimal place.) Stock A Stock B 10 Excess returns Aphe values Residual variances Stock C 956 1.0% 3.721 Stock D 4150 14 0 3.136 10.99 3.600 5.184 b. Compute the proportion in the optimal risky portfelio. Negative values should be indicated by a minus sign. Do not round Intermediate calculations. Enter your answer as decimals rounded to 4 places.) Proportion c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Sharpe tato 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 answer as decimals rounded to 4 places.) Active portid 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 3.0? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Final Positions Bis M Yu B D Total