please show in excel. please also show the formulas you used to get the answer.

5) Assume the security returns are generated by a single index model and use the information on the stocks below: R = + B, Re where R, is the excess return for security / and Ry is the market's excess return. The risk-free rate is 2%. Suppose also that there are three Securities. A, B and C, characterized by the following data: Security BER) Oc) A 0.8 10% 25% B 10 12 10 1.2 14 20 A. If the standard deviation of the stock market is 20%, what is the variance of returns of Stocks A, B and C B. What is the covariance between stock A and B, A and C, and B and C