If using excel, please show the formulas for each cell

The correlation between Asset A and Asset B is -0.2. Asset Standard Deviation Expected Return 0 0.02 0.35 0.12 B 0.60 0.26 Gladys wants a portfolio with expected return of 24%. Investors can borrow and lend at the risk-free rate. Calculate the standard deviation of each f the following five options. G is the global minimum variance combination of A and B. Tis the tangency portfolio composed of A and B. Express your answers as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%). Do not omit trailing zeros(e.g., use 0.1200, not 0.12). Each response is worth 2 points. 1. Invest only in assets A and B, standard deviation of Portfolio AB = 2. Invest only in assets Fand A, standard deviation of Portfolio FA = 3. Invest only in assets F and B, standard deviation of Portfolio FB = | 4. Invest only in assets Fand G, standard deviation of Portfolio FG = 5. Invest only in assets F and T, standard deviation of Portfolio FT = |