I have the Excel sheet and everything, but I'm really struggling with the questions at the bottom. Please help!!!!!! I've italicized the portion I'm struggling with. If someone knows a formula or could help, that would be great!

• Download and calculate in Excel the historical monthly prices and rates (proportional change in price) for a Spider ETF from Yahoo (Links to an external site.)!.
• On the Yahoo! Home page, click Markets, Screener, and Equity Screener
• Enter the name of Spider ETY (Ticker SPY) in the Search Box at the top of the screen
• Click Historical Data tab
• Click and enter Time Period (Recommended Period: 2013 to current date)
• Click and enter Frequency (Recommended: Monthly)
• Click Apply
• Click Download Data
• Open Excel file
• In the Excel worksheet, delete all columns except for Date and Closing Prices
• Calculate the ETF's return in separate columns: (Pt/Pt-1) -1 = =(C3/C2)-1
• Apply Excel commands to calculate the ETF's average returns, standard deviation, and variance.
• Calculate the ETF's annualized mean (= monthly mean x 12), annualized variance (= monthly variance x 12), and annualized standard deviation (= square root of annualized variance). Note: The annualized standard deviation is not equal to monthly standard deviation times 12.

• In the Excel worksheet calculate the ETF's cumulative returns.
• Generate a graph of the ETF's cumulative rates: Highlight cumulative returns column, go to "Insert", click line graph.
• On Yahoo! site, find the current yield on 5-year U.S. Treasury. Hover over the "Markets" tab and click US Treasury Bond Rates. Find the yield on the 5-year Treasury.
• Define the Borrowing-Lending line.
• Using the ETF's annualized mean and standard deviation and the yield on the 5-year Treasury, generate a borrowing and lending table, line, and equation in Excel.
  • Suggested portfolio allocation proportions to treasury and portfolio of wR and wp of 1.00 and 0, 0.75 and 0.25, 0.5 and 0.5, 0.25 and 0.75, 0.00 and 1.00, -0.25 and 1.25, -0.5 and 1.5.
  • Set up table headings as wr, wp, Standard Deviation (SD(RI), and Expected Return (E(RI)
  • To generate the line, use scatter diagram: Go to "Insert" and click Scatter.

• Suppose you managed a $10 million investment fund that borrows $5,000,000 at 5-year Treasury yield to leverage the Spider ETF investment in the above portfolio (i.e., wp = 1.5).
  • Calculate the dollar return and rate of return from the leveraged investment if the portfolio earns its average return.
  • Calculate the fund's dollar return and rate of return from the leveraged investment if the rate of return on the portfolio were one standard normal deviation above its expected return (z = 1)?
  • Calculate the fund's dollar return and rate of return from the leveraged investment if the rate of return on the portfolio were one standard normal deviation below its expected return (z = 1)?
  • Show the distributions of returns for the portfolio and the above leveraged portfolio for z-scores of 2, 1, 0, 1,and 2.