please show all work for all steps!

(Ref. Unit 5 Slides 7, 14-15) During the past 5 -year, the monthly average return and standard deviation of Netflix (NFLX) stock were 3.5% and 10%, respectively. For the same period, the monthly average return and standard deviation of Verizon (VZ) were 0.6% and 4.6%, respectively. The correlation between NFLX and VZ was 0.1. Assume that the monthly risk-free rate is 0.1%. Note: You can use the Excel template for 2-asset portfolio optimization posted on Canvas. A. (1 point) What is the Sharpe ratio for NFLX? What is the Sharpe ratio for VZ? - Show your calculation steps briefly and clearly. B. (1 point) Find the mitimum-variance portfolio (MVP), i.e., the weight of NFLX and VZ in the MVP. - You do not need to show your calculation steps for this subquestion. C. (1 point) Find the optimal risky portfolio P, i.e., the weight of NFLX and VZ in P. - You do not need to show your calculation steps for this subquestion. D. (1 point) Calculate the Sharpe ratio for the optimal risky portfolio P. Verify that P offers a higher Sharpe ratio than NFLX and VZ. - Show your calculation steps briefly and clearly