1. Open the excel spreadsheet MF Optimization Lab Template.xls. Much of the preparation is already complete, so you need only input formulas into colored cells. Your portfolios will be comprised of the 10 asset classes ( 9 risky and 1 risk-free) with return data from 1987 to 2010 . Begin with the Yearly worksheet. 2. For cells C27:L27, insert a formula to calculate average or expected return for each individual asset class (hint - auto fill should make this a breeze). 3. For cells C28:L28, insert a formula to calculate standard deviation for each individual asset class (click on fx and locate statistical functions). 4. For cell C30:L30, calculate the asset Sharpe ratio. Remember that Sharpe ratio is equal to the ratio of expected return minus the risk-free rate (C27) over the portfolio variance. 1. Open the excel spreadsheet MF Optimization Lab Template.xls. Much of the preparation is already complete, so you need only input formulas into colored cells. Your portfolios will be comprised of the 10 asset classes ( 9 risky and 1 risk-free) with return data from 1987 to 2010 . Begin with the Yearly worksheet. 2. For cells C27:L27, insert a formula to calculate average or expected return for each individual asset class (hint - auto fill should make this a breeze). 3. For cells C28:L28, insert a formula to calculate standard deviation for each individual asset class (click on fx and locate statistical functions). 4. For cell C30:L30, calculate the asset Sharpe ratio. Remember that Sharpe ratio is equal to the ratio of expected return minus the risk-free rate (C27) over the portfolio variance