please help calculate the variance, risk rate free, risk premium, std dev, sharpe radio by excel Monthly
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Monthly Average Return Monthly Variance Monthly Std. Dev 2. Covariance Matrix APPL BA COST TSLA el 3. Portfolio Returns and Risk APPL BA COST TSLA Portfolio Return Variance Risk Free rate Risk Premium Std. Dev Sharpe Ratio SUM APPL 0.85% 0.02573 16.04% APPL 0.02573 0.02039 0.02072 0.03015 Portfolio Weights 25.00% 25.00% 25.00% 25.00% 100.00% Monthly -11.85% S BA -52.36% 0.03411 18.47% BA 0.02039 0.03411 0.01921 0.02261 Annual -142.22% 4.00% COST 0.11% 0.02113 14.53% COST 0.02072 0.01921 0.02113 0.02326 TSLA 4.00% 0.06618 25.73% TSLA 0.03015 0.02261 0.02326 0.06618 Monthly Average Return 0.85% -52.36% 0.11% 4.00% ==> Use the function AVERAGE ==> Use the function VAR.S ==> Use the function STDEV.S or take square root of the monthly variance ==> Use the function COVARIANCE.S on the monthly returns ==> Annualize the monthly returns by multiplying 12 ==> Annualize the monthly variance by multiplying 12 ==> Use annualized 3 month T bill rate ==> Annualize the monthly Std. Dev by multiplying the square root of 12, or by taking the square root of the annual variance Monthly Average Return Monthly Variance Monthly Std. Dev 2. Covariance Matrix APPL BA COST TSLA el 3. Portfolio Returns and Risk APPL BA COST TSLA Portfolio Return Variance Risk Free rate Risk Premium Std. Dev Sharpe Ratio SUM APPL 0.85% 0.02573 16.04% APPL 0.02573 0.02039 0.02072 0.03015 Portfolio Weights 25.00% 25.00% 25.00% 25.00% 100.00% Monthly -11.85% S BA -52.36% 0.03411 18.47% BA 0.02039 0.03411 0.01921 0.02261 Annual -142.22% 4.00% COST 0.11% 0.02113 14.53% COST 0.02072 0.01921 0.02113 0.02326 TSLA 4.00% 0.06618 25.73% TSLA 0.03015 0.02261 0.02326 0.06618 Monthly Average Return 0.85% -52.36% 0.11% 4.00% ==> Use the function AVERAGE ==> Use the function VAR.S ==> Use the function STDEV.S or take square root of the monthly variance ==> Use the function COVARIANCE.S on the monthly returns ==> Annualize the monthly returns by multiplying 12 ==> Annualize the monthly variance by multiplying 12 ==> Use annualized 3 month T bill rate ==> Annualize the monthly Std. Dev by multiplying the square root of 12, or by taking the square root of the annual variance
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