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A Portfolio manager summarizes the input from the macro and micro forecasts in the following table: Micro Forecasts Q a. Calculate expected excess returns, alpha values, and residual variances for these stocks. eBook Instruction: Enter your answer as a percentage (rounded to two decimal places) for expected excess returns and alpha values. _ Expected excess return on stock A |:| 96 i F Expected excess return on stock B |:| 96 rlnt Alpha of stock A 96 Alpha of stock B 96 rFl References Instruction: Enter your answer as a decimal number rounded to two decimal places for residual variances. Residual variance of stock A Residual variance of stock B Instruction: for part b, enter your response as a decimal number rounded to four decimal places. b. 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 48%, and its residual standard deviation is 150%. What is the Sharpe ratio for the optimal portfolio (consisting of the passive equity portfolio and the active portfolio (p})? |:] What's the M2 of the optimal portfolio? E