Please solve for A & B$.$

A portfolio manager summarizes the input from the macro and micro forecasters in the following table:

Required:

Calculate the following for a portfolio manager who is not allowed to short sell securities$.$ If allowed to short sell securities$,$ the manager's Sharpe ratio is $0\mathrm{.}2691.$

a$.$ What is the cost of the restriction in terms of Sharpe's measure?

b$.$ What is the utility loss to the investor $)=(1\mathrm{.}8$ given his new complete portfolio?

Complete this question by entering your answers in the tabs below.

Required A

Required B

Calculate the following for a portfolio manager who is not allowed to short sell securities$.$ If allowed to short sell securities$,$ the manager's Sharpe ratio is $0\mathrm{.}2691.$ What is the utility loss to the investor $)=(1\mathrm{.}8$ given his new complete portfolio?

Note: Do not round intermediate calculations, Round your answers to $2$ decimal places. Calculate using numbers in decimal form, not percentage.

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$\backslash$table$[[$Cases$,$Utility Levels$],[$Unconstrained$,\%$