Need a step by step explanation/walkthrough. the correct answers are provided but I need to know best way to get them.

Sample Excel exercise Given the following statistics of three stocks, create a portfolio that has the greatest Sharpe ratio with short selling allowed. Summary Statistics mean | A A 1.10% 0.60% 0.90% 0.50% 0.10% StDev 5.00% 11.00% 8.00% 4.00% beta 1.10 1.50 0.90 1.00 Covariance Matrix B Ic 0.25% 0.25% 0.11% 0.25% 1.21% 0.20% 0.11% 0.20% 0.64% SP500 T-bill Calculate the metrics below for your portfolio. Keep as many decimal places as possible for the intermediate steps. For the decimal place of the final answers, please see the example below. Average Return 1.13% x.xx% Average Excess Return 1.03% x.xx% Standard Deviation 4.86% X.XX% Beta 1.0148 Alpha 0.63% x.xx% Residual Sharpe SD Ratio 2.66% 0.2132 x.xx% X.XXXX Treyner Information Measure Ratio 0.0102 0.2362 X.XXXX X.XXXX . Sample Excel exercise Given the following statistics of three stocks, create a portfolio that has the greatest Sharpe ratio with short selling allowed. Summary Statistics mean | A A 1.10% 0.60% 0.90% 0.50% 0.10% StDev 5.00% 11.00% 8.00% 4.00% beta 1.10 1.50 0.90 1.00 Covariance Matrix B Ic 0.25% 0.25% 0.11% 0.25% 1.21% 0.20% 0.11% 0.20% 0.64% SP500 T-bill Calculate the metrics below for your portfolio. Keep as many decimal places as possible for the intermediate steps. For the decimal place of the final answers, please see the example below. Average Return 1.13% x.xx% Average Excess Return 1.03% x.xx% Standard Deviation 4.86% X.XX% Beta 1.0148 Alpha 0.63% x.xx% Residual Sharpe SD Ratio 2.66% 0.2132 x.xx% X.XXXX Treyner Information Measure Ratio 0.0102 0.2362 X.XXXX X.XXXX