$1.$ Using those data to estimate the stock$$s return and volatility, respectively.

Hint: return of stock i on time t: rt $=,$ where P is the stock price.

$2.$ And given the weight you want for each stock to find monthly portfolio return, estimating your portfolio$$s return and volatility.

Hint: return of portfolio on time t: rp$,$t $=$ ri$,$t

$3.$ What$$s the correlation b$/$w your two stocks.

What$$s relation between weighted average of stock$$s two elements and your portfolio$$s ones.

$4.$ Use the average $1-$year US T$-$bill yield from the Department of US Treasury is $4\%.$

What$$s your current portfolio$$s sharp ratio.

What$$s your optimal risky portfolio.

Upload the EXCEL worksheet and your explanation or other work that you think helps.

You could refer the example that I upload.

$*$Excel formula you might need:

Average: $=$ AVERAGE $($:$)$

Standard deviation: $=$ STDEV.P$($:$)$

Square root: $=$ SQRT $($:$)$

Correlation: CORREL $($:$)$

$*$Excel DATA analysis tool you might need:

Solver: set $,$ let $=1-.$

Use $$solver$$ to maximize your Sharpe ratio by change