can the guy who solved my question answer the rest of these the exact same way (through excel)

thanks

Answer 9-14 through excel and show work with formulas

9. What is the expected return of the 2-security portfolio? (0.3 point) 10. What is the co-variance between Stock A and Stock B? (0.3 point) 11. What is the correlation coefficient between Stock A and Stock B? (0.2 point) 12. What is the variance of the 2-security portfolio? (0.3 point) 13. What is the standard deviation of the 2-security portfolio? (0.3 point) 14. What is the coefficient variation of the 2-security portfolio? (0.2 point) 15. (0.2 point) The "father" of modern portfolio theory is: (a) Markowitz. (b) Friedman (c) Samuelson. (d) Sharpe. 16. (0.2 point) To describe the random variable of the portfolio rate or return, the investor needs (a) mean and coefficient of correlation. (b) median and standard deviation. (c) only the expected value. (d) expected value and standard deviation. 17. (0.2 point) Portfolio has an expected return of 16% with a standard deviation of 8%. Portfolio B has an expected return of 12% with a standard deviation of 7%. 11:10 LTE