Perform instant experiments on the efficient frontier and portfolio weights. The

portfolio weights of the optimal $($tangent$)$ portfolio are a trade$-$off between putting

more in assets with higher expected returns vs$.$ spreading investment out evenly to

lower portfolio risk by diversification. You can see how this trade$-$off works by

doing some of the experiments listed below:

$($A$)$ What happens to the optimal portfolio weight of an individual asset

that is underpriced $($e$.$g$.$ the expected return is raised$)?$

$($B$)$ What happens to the optimal portfolio weight of an individual asset

that is overpriced $($e$.$g$.$ the expected return is lowered$)?$

$($C$)$ What happens to the optimal portfolio weight of an individual asset

that is mispriced due to the standard deviation of the asset being raised?

$($D$)$ What happens to the optimal portfolio weight of an individual asset

that is mispriced due to the standard deviation of the asset being lowered?

show this in excel please with graphs