please answer questions using excel formulas and models

form instant experiments on the efficient frontier and portfolio weights. The rffolio weights of the optimal (tangent) portfolio are a trade-off between putting re in assets with higher expected returns vs. spreading investment out evenly to wer portfolio risk by diversification. You can see how this trade-off works by ing 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 retum 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? (E) What happens to the optimal portfolio weights of two risky assets when the correlation between them is raised? (F) What happens to the optimal portfolio weights of two risky assets when the correlation between them is lowered? (G) What happens to the efficient trade-off (tangent) line when the riskfree rate is raised? free rate is lowered? form instant experiments on the efficient frontier and portfolio weights. The rffolio weights of the optimal (tangent) portfolio are a trade-off between putting re in assets with higher expected returns vs. spreading investment out evenly to wer portfolio risk by diversification. You can see how this trade-off works by ing 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 retum 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? (E) What happens to the optimal portfolio weights of two risky assets when the correlation between them is raised? (F) What happens to the optimal portfolio weights of two risky assets when the correlation between them is lowered? (G) What happens to the efficient trade-off (tangent) line when the riskfree rate is raised? free rate is lowered