For this assignment, please use excel file group$\_$assignment$\_1\_$portfolios.xls posted on blackboard under the folder of Excel Files. The file contains the monthly returns of $4$ stocks ove the $10-$year period $--$ January $1997--$ December $2006.$ In this file, the expected monthly return for each stock is calculated using excel function AVERAGE $0,$ for each stock, the variance of monthly returns is calculated using Excel function VAR $(),$ and the covariance between the returns of each pair of stocks is calculated using Excel function COVAR $0.$ Assume that the yearly risk$-$free rate is $2\%($A monthly risk$-$free rate of $0\mathrm{.}001652).$ we assume that investors invest in the risk$-$free asset and $4$ risky assets $($PG$,$ Microsoft, BAC, and Exxon$).($c$)$ Find the global minimum variance portfolio. What is the expected return and variance of return of this portfolio?Pls show steps clearly using excel if possible.