I just need part B

A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Asset Stock A Stock B Stock C Stock D Micro Forecasts Expected Residual Standard Return (%) Beta Deviation (%) 24 0.9 20 19 0.7 0.8 1.4 16 Macro Forecasts Expected Return Asset (%) T-bills Passive equity portfolio Standard Deviation (%) 2e 31 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.) Excess returns Alpha values Residual variances Stock A 11% 17.7% 0 Stock B 7% 10.2 % 0 Stock C 6% 14.1% 0 Stock D 3 % 0.4% 0 b. Compute the proportion in the optimal risky portfolio. (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Proportion 1.0000 c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Sharpe ratio 0.4729 A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Asset Stock A Stock B Stock C Stock D Micro Forecasts Expected Residual Standard Return (%) Beta Deviation (%) 24 0.9 20 19 0.7 0.8 1.4 16 Macro Forecasts Expected Return Asset (%) T-bills Passive equity portfolio Standard Deviation (%) 2e 31 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.) Excess returns Alpha values Residual variances Stock A 11% 17.7% 0 Stock B 7% 10.2 % 0 Stock C 6% 14.1% 0 Stock D 3 % 0.4% 0 b. Compute the proportion in the optimal risky portfolio. (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Proportion 1.0000 c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Sharpe ratio 0.4729