PLEASE SHOW WORK ON EXCEL :) Consider the following two funds and their estimated returns under different states of the economy: State of economy Great Average Poor Probability 30% 30% 40% Estimated Return (Fund A) 10% 15% 20% Estimated Return (Fund B) 25% 11% 15% Ca ulate the following: a. Expected return for fund A and for fund B b. Standard deviation of returns for fund A and fund B c. Covariance between returns of fund A and fund B d. Correlation between returns of fund A and fund B If you invest $2,000 in Fund A and $8,000 in Fund B, Calculate the following: 5. Portfolios Expected Return 6. Portfolio's Standard Deviation Bonus (1) Construct the complete covariance and correlation matrixes for A & B Bonus (2) Find the minimum variance portfolio using solver and report its variance, Standard Deviation and Expected Return