A portfolio manager summarizes the input from the macro and micro forecasters in the following table Asset Stock A Stock B Stock stock Micro Forecasts Expected Residual standard Return (5) Beta Deviation (3) 211.6 18 1.8 16 0.9 13 1.3 Macro Forecasts Expected Return Asset T-bills Passive equity portfolio Standard Deviation 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.) Stock A Stock B Stock C Stock D Excess returns Alpha values Residual variances b. Compute the proportion in the optimal risky portfolio. (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Proportion