A portfolio manager summarizes the input from the macro and micro forecasts in the following table: Micro Forecasts Asset Expected Return (%) Beta Residual Standard Deviation (%) Stock A 20 1.50 160 Stock B 18 2.00 40 Macro Forecasts Asset Expected Return (%) Standard Deviation (%) T-bills 5 0 Passive Equity Portfolio (m) 16 25 Suppose that the portfolio manager follows the Treynor-Black model, and constructs an active portfolio (p) that consists of the above two stocks. The alpha of the active portfolio (p) is -18%, and its residual standard deviation is 150%. Instruction: enter your response as a decimal number rounded to four decimal places. What's the M2 of the optimal portfolio