A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Calculate the following for a portfolio manager who is not allowed to short sell securities. If allowed to short sell-securities, the manager's Sharpe ratio is 0.2488 . a. What is the cost of the restriction in terms of Sharpe's measure? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) b. What is the utility loss to the investor (A^=29 ) given his new complete portfolio? (Do not round intermediate calculations. Round your onswers to 2 decimal ploces.) A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Calculate the following for a portfolio manager who is not allowed to short sell securities. If allowed to short sell-securities, the manager's Sharpe ratio is 0.2488 . a. What is the cost of the restriction in terms of Sharpe's measure? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) b. What is the utility loss to the investor (A^=29 ) given his new complete portfolio? (Do not round intermediate calculations. Round your onswers to 2 decimal ploces.)