Can you answer the below question by showing excel formulas?

	Chapter 11
	A Job at East Coast Yachts, Part 2
	Input area (from Chapter 10):
		10-year annual return	Standard deviation
	Bledsoe Large Company Stock Fund	10.73%	26.73%
	Bledsoe Bond Fund	8.04%	10.34%
	Risk-free rate (historic)	3.60%
	Correlation	0.16
	Output area:
	Weight of stock fund	Portfolio E(R)	Portfolio standard deviation
	0%
	10%
	20%
	30%
	40%
	50%
	60%
	70%
	80%
	90%
	100%
	Dominant portfolio:
	Weight of stock fund	17.27%
	Weight of bond fund
	Standard deviation
	Expected return
	Minumum variance portfolio:
	Weight of Bledsoe large cap stock fund
	Weight of Bledsoe bond fund
	Expected return
	Variance
	Standard deviation
	Sharpe optimal portfolio: (Using Solver)
	Weight of large cap stock fund	17.01%
	Sharpe ratio	0.473920
	Weight of large cap stock fund	16.53%
	Weight of bond fund	83.47%
	Expected return	8.48%
	Standard deviation	10.31%
	Sharpe ratio	0.473956