hi please use excel and =formulatext, show calculations please or send worksheet. and answer case 1 please all questions related and need answers please and show formulas and explain these please

Case 1. The following information describes the expected return and risk relationship for two funds and the market index. a. Sharpe Ratio of Fund X is (enter the number rounded to 2 decimal places). b. Slope of the CML is equal to (enter the number rounded to 1 decimal place). c. Based on CML, the maximum return that can be earned for the portfolio with 10% standard deviation 2.dRLiMal d. Based on CML, the minimum level of risk that would be necessary for an investment to earn 13% return is . (enter the number in percent rounded to 1 decimal place). d. Based on CML, the minimum level of risk that would be necessary for an investment to earn 13% return is (enter the number in percent rounded to 1 decimal place). Answer 1: Answer 2: 0.5 0,5 Answer 3: Case 1 (continued). e. For the questions c. and d. above, explain how these portfolios can be constructed. Compute the weight of the components of these portfolios and show with calculations that both portfolio return and portfolio risk are as stated in c. and d. Case 1 (continued). f. For Fund X, the required return using the CAPM is . (enter the number in percent rounded to 1 decimal place). g. For Fund Y, the required return using the CAPM is lenter the number in bercent g. For Fund Y, the required return using the CAPM is Case 1 (continued). f. For Fund X, the required return using the CAPM is . (enter the number in percent rounded to 1 decimal place). g. For Fund Y, the required return using the CAPM is lenter the number in bercent g. For Fund Y, the required return using the CAPM is (enter the number in percent rounded to 1 decimal place). h. The return of Fund Y will plot SML. (enter above or below). i. For Fund X, the alpha of the manager is . (enter the number in percent rounded to 1 decimal place). j. Based on SML, investor will prefer to invest in (Enter Fund X or Fund Y ) Case 1 (continued). k. Compare and contrast the performance of both Fund X and Fund Y using the Sharpe ratio and Alpha of each fund. Provide one example for each case, when an investo might prefer to invest in Fund X or Fund Y. Case 1. The following information describes the expected return and risk relationship for two funds and the market index. a. Sharpe Ratio of Fund X is (enter the number rounded to 2 decimal places). b. Slope of the CML is equal to (enter the number rounded to 1 decimal place). c. Based on CML, the maximum return that can be earned for the portfolio with 10% standard deviation 2.dRLiMal d. Based on CML, the minimum level of risk that would be necessary for an investment to earn 13% return is . (enter the number in percent rounded to 1 decimal place). d. Based on CML, the minimum level of risk that would be necessary for an investment to earn 13% return is (enter the number in percent rounded to 1 decimal place). Answer 1: Answer 2: 0.5 0,5 Answer 3: Case 1 (continued). e. For the questions c. and d. above, explain how these portfolios can be constructed. Compute the weight of the components of these portfolios and show with calculations that both portfolio return and portfolio risk are as stated in c. and d. Case 1 (continued). f. For Fund X, the required return using the CAPM is . (enter the number in percent rounded to 1 decimal place). g. For Fund Y, the required return using the CAPM is lenter the number in bercent g. For Fund Y, the required return using the CAPM is Case 1 (continued). f. For Fund X, the required return using the CAPM is . (enter the number in percent rounded to 1 decimal place). g. For Fund Y, the required return using the CAPM is lenter the number in bercent g. For Fund Y, the required return using the CAPM is (enter the number in percent rounded to 1 decimal place). h. The return of Fund Y will plot SML. (enter above or below). i. For Fund X, the alpha of the manager is . (enter the number in percent rounded to 1 decimal place). j. Based on SML, investor will prefer to invest in (Enter Fund X or Fund Y ) Case 1 (continued). k. Compare and contrast the performance of both Fund X and Fund Y using the Sharpe ratio and Alpha of each fund. Provide one example for each case, when an investo might prefer to invest in Fund X or Fund Y