please help with these

ezto mheducation com 0 L I o i @J E Homework 7 (chapter 18) 0 Saved Help Save 1. Exit Submit 4 A portfolio manager summarizes the input from the macro and micro forecasts in the following table: Micro Forecasts 2'? Stock A 20 2.00 60 per nts Stock 3 18 3.00 40 Macro Forecasts %% \"PP\" mus .- Passive Equity Portfolio (m) 14 25 El 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. _ Expected excess return on stock A % 3\" Expected excess return on stock B |: % Alpha of stock A % Alpha of stock B % To 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? 5'\"