PLEASE GIVE EXACT EXCEL STEPS

Question $5$: Use yearly returns from $2004$ to $2023($both years are included$)$ for Caterpillar $($CAT$),$ Coca$-$Cola $($KO$),$ and Proctor and Gamble $($PG$)$ to answer the following questions. Please keep the order of the stocks the same as they are in the previous sentence for finding answers to the questions that follow. Assume the returns on the risk$-$free asset to be $4\mathrm{.}5\%$ per year.

A$.$ Find the weights of the three stocks in the optimal portfolio by maximizing the Sharpe ratio of all feasible portfolios. $(5$ points$)$

B$.$ Suppose a portfolio $($portfolio P$)$ with $12\%$ expected annual return is to be constructed by combining the optimal portfolio with the risk$-$free asset. What would be the weight of the risk$-$free asset in portfolio P$?(5$ point$)$

C$.$ Find the weights of the three stocks in two portfolios on the mean$-$variance frontier that are expected to produce returns of $10\%$ and $15\%.(10$ point