PLEASE GIVE SOLUTION IN EXCEL. Question $1$: Consider two hypothetical stocks, X and Y$.$ The expected return on stock X is equal to $9\%$ and the expected return on stock Y is equal to $15\%.$ The standard deviation of stock X and Y are $19\%$ and $27\%,$ respectively. The correlation coefficient between the two stocks is $0\mathrm{.}487.$ The risk$-$free rate is $2\mathrm{.}5\%.$

Consider portfolio P which is invested $30\%$ in stock X and $70\%$ in stock Y$.$

What is the expected return of portfolio P$?(2)$

What is the standard deviation of portfolio P$?(3)$

How much should be allocated $($i$.$e$.,$ what are the weights$)$ to portfolio P and the risk$-$free asset to create a portfolio with an expected return of $7\%?(4)$

What would be the standard deviation of the combined portfolio $($portfolio P and risk$-$free asset$)$ found in part c$?$ Show all steps. $(3)$

Calculate the Sharpe ratios of Stock X$,$ Stock Y$,$ and portfolio P$.(6)$

What is the expected return and volatility of a portfolio that is created by borrowing $21\%$ at the risk$-$free rate, and investing $121\%$ in the portfolio P$?(2+3)$