Please answer the unanswered portions! Just numbers are fine.

a. Calculate expected excess returns, alpha values, and residual variances for these stocks. Instruction: Enter your answer as a percentage (rounded to two decimal places) for expected excess returns and alpha values. ExpectedexcessreturnonstockAExpectedexcessreturnonstockB%% Expected excess return on stock Alpha of stock B 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 - 18%, 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 portfollo (p)? What's the M2 of the optimal portfollo