please help me solve the following problems in excel with the formulas. thanks

1 Provide the Return for Stock A, the Variance for Stock B and the Covariance for the two stocks.

A. 0.1357; 0.0819; -0.0038

B. 2.8023; 0.6117; -0.0215

C. 0.2037; 0.2862; -0.0215

D. 2.8023; 0.3742; -0.0038

2 If you have an equally weighted portfolio in security A and B, what is your expected return and portfolio variance?

A. 0.1697 and 0.6117

B. 0.1357 and 0.6117

C. 0.1697 and 0.1121

D. 0.1121 and 43.0296

3 Which of the following weights in Security A yields the lowest variance of the portfolio?

• 5%
• 20%
• 25%
• 15%

4 Now add Stock C to your analysis. Provide the expected return and variance for Stock C.

A. 5.1408 and 0.0736

B. 0.0262 and 0.0736

C. 0.0262 and 0.0054

D. 5.1408 and 0.0819

5 Provide the correlation of A to C, and the covariance of B to C.

A. 0.0443 and -0.0088

B. 0.3742 and 0.0054

C. 0.002 and -0.4168

D. -0.4212 and 19.9941

6 If you hold these 3 securities in an equally-weighted portfolio, what is the portfolio standard deviation?

A. 22.12%

B. 4.89%

C. 7.11%

D. 25.83%

7 If I am willing to take on portfolios with less than 3% variance and expect at least 9% return, which of the following portfolio weights will satisty these conditions?

A: 50%; B: 25%; C: 25%

A: 33%; B: 33%; C: 33%

A: 10%; B: 80%; C: 10%

A: 25%; B: 25%; C: 50%

Price Series for stocks A, B, and C Provide the Return for Stock A, the Variance for Stock B and the Covariance for the two stocks. 0.13570.08190.0038 2.80230.61170.0215 0.20370.28620.0215 2.80230.37420.0038 If you have an equally weighted portfolio in security A and B, what is your expected return and portiolio variance? 0.1697 and 0.6117 0.1357 and 0.6117 0.1697 and 0.1121 0.1121 and 43.0296 QUESTION 3 Which of the following weights in Security A yields the lowest variance of the portfolio? 5% 20% 25% 15% Now add Stock C to your analysis. Provide the expected return and variance for Stock C. 5.1408and0.07360.0262and0.0736 0.0262 and 0.0054 5.1408 and 0.0819 Provide the correlation of A to C, and the covariance of B to C. 0.0443and0.00880.3742and0.00540.002and0.41680.4212and19.9941a If you hold these 3 securities in an equally-weighted portfolio, what is the portfolio standard deviation? 22.12% 4.89% 7.11% 25.83% If 1 am willing to take on portfolios with less than 3% variance and expect at least 9% raturn, which of the foliowitug portforio weights wids salisfy these conditions? A: 50%; B: 25%; C: 25% A: 33%; B: 33%; C: 33% A: 10%;B;80%; C: 10% A: 25%;B:25%;C:50%