3. (18 Points) Please use the real-world data available on MS Excel file attached to answer this question. a. (5 Points) Let's assume that monthly risk-free rate is 0.30%. Using that information, please calculate the Sharpe ratios of the two-stock portfolios from Q2a. b. (4 Points) Please calculate the weights, risk, return, and the Sharpe ratio of the tangency portfolio (with rf=0.3% per month). If you use Solver or Goal Seek, please share a print screen. c. (5 Points) Now let's assume that monthly risk-free rate is 0.10%. Using that information, please calculate the Sharpe ratios of the two-stock portfolios from Q2a. d. (4 Points) Please calculate the weights, risk, return, and the Sharpe ratio of the tangency portfolio (with rf=0.1% per month). If you use Solver or Goal Seek, please share a print screen. 2. (22 Points) Please use the real-world data available on MS Excel file attached to answer this question. a. (10 Points) Please calculate the portfolio risk and return for the given weight structures (in the MS Excel file)