please answer using excel

QUESTION 12-AVERAGE RETURNS Month Portfolio A Return Portfolio B Return Index 1.93% 1.07% 1.05% January February -0.44% -0.11% -0.12% March -0.46% -0.17% -0.14% April 0.99% 0.55% 0.57% May 0.98% 0.48% 0.46% June 2.28% 1.55% 1.58% -1.43% -1.04% -1.02% 1.28% 0.96% 0.93% July August September October -0.77% -0.48% -0.45% -0.51% -0.22% -0.20% November 0.68% 0.11% 0.08% December 0.67% 0.10% 0.14% (a) Calculate the arithmetic average monthly rotum for each portfolio and for the index (6) Calculate the geometric averago monthly return for each portfolio and for the index. (c) Calculate the time weighted average monthly retum for each portfolio and for the index, (d) Why does the geometric average for portfolio B deviate more from the arithmetic average than for portfolio A or for the index