I need the whole solution of this problem, thank you

A portfolio manager summarizes the input from the macro and micro forecasters in the following table: Micro Forecasts Residual Expected Standard Asset Return ($) Beta Deviation ($) Stock A 23 1. 1 58 Stock B 19 1. 7 66 Stock C 17 0.9 62 Stock D 12 1. 0 51 Macro Forecasts Asset Expected Return Standard ($ ) Deviation ($) T-bills 9 0 Passive equity portfolio 17 26 Calculate the following for a portfolio manager who is not allowed to short sell securities. The manager's Sharpe ratio is 0.3398. 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.) Cost of restriction