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I need this question to be answered with EXCEL Sheet plz. A portfolio manager summarizes the input from the macro and micro forecasters in the
I need this question to be answered with EXCEL Sheet plz.
A portfolio manager summarizes the input from the macro and micro forecasters in the following table Micro Forecasts Residual Standard Expected Asset Return(%) Beta Deviation (%) Stock A Stock B Stock C Stock D 58 23 19 17 12 0.9 1.0 62 51 Macro Forecasts Expected Standard Return Deviation Asset T-bills Passive equity portfolio 17 26 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 variancesStep by Step Solution
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