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please help a. Calculate expected excess returns, alpha values, and residual varlances for these stocks. (Negative values should be indicoted by a minus sign. Do

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a. Calculate expected excess returns, alpha values, and residual varlances for these stocks. (Negative values should be indicoted by a minus sign. Do not round intermediate calculations. Round "Alpho values" to 1 decimal ploce.) b. Compute the proportion in the active portfolio and the passive index. (Negotive values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate colculations. Enter your answer as decimals rounded to 4 places.) d. By how much did the position in the active portfolio improve the Sharpe ratio compared to a purely passive index strategy? (Do no) round intermediate calculotions. Enter your answer as decimals rounded to 4 places.) e. What should be the exact makeup of the complete portfolio (including the risk-free asset) for an investor with a coefficient of risk aversion of 2.9 ? (Do not round intermediate colculations. Round your onswers to 2 decimal places.) a. Calculate expected excess returns, alpha values, and residual varlances for these stocks. (Negative values should be indicoted by a minus sign. Do not round intermediate calculations. Round "Alpho values" to 1 decimal ploce.) b. Compute the proportion in the active portfolio and the passive index. (Negotive values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) c. What is the Sharpe ratio for the optimal portfolio? (Do not round intermediate colculations. Enter your answer as decimals rounded to 4 places.) d. By how much did the position in the active portfolio improve the Sharpe ratio compared to a purely passive index strategy? (Do no) round intermediate calculotions. Enter your answer as decimals rounded to 4 places.) e. What should be the exact makeup of the complete portfolio (including the risk-free asset) for an investor with a coefficient of risk aversion of 2.9 ? (Do not round intermediate colculations. Round your onswers to 2 decimal places.)

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