An analyst team provides you with the following micro and macro forecast information: Construct an optimal risky portfolio using the information from both the micro and macro forecast information. Your plan of attack should include calculating the alpha values for each of the stocks, the initial positions of each stock in an active portfolio, an initial overall position for the active portfolio, the adjusted position in the active portfolio, the optimal weights for the risky portfolio, the risk premium on the optimal risky portfolio, the variance of the optimal risky portfolio, and the Sharpe ratios for the active portfolio, the index, and the optimal risky portfolio. Include a comment on the Shape ratios for the active portfolio, the index, and the optimal risky portfolio. Clearly show all work