PLEASE SOLVE USING EXCEL AND SHOW FORMULA TEXT OR SHOW SOLVER PAGE

Question 2: Suppose there are two risky assets: SKI Corp and JER Inc, and on risk-free assets (3- month T Bill) with a return of 2.5%. The table below show the annual statistics for the assets: Stock E(ri) Std (ri) Correlation Coefficient SKI 15.5% 14% JER 10.5% 11% 0.14 Given that the optimal risky portfolio of SKI and JER consists of 52% on SKI and 48% on JER. What is the mean return, standard deviation and Sharpe Ratio of a new portfolio named P2 with different weights of the risk-free asset and the optimal risky portfolio P optimal? (Hint: you need to compute the mean returns and the standard deviation of P optimal first)