Please use excel and show the excel formulas so I can understand. Please include the rows and columns in your picture so I can follow along. I'll make sure to thumbs up. Thank you!

Following is information for the required returns and standard deviations of returns for A Here are the expected returns and standard deviations for stockS A, B, and C: Stock 10 7.0% 10.0% 20.0% 33.11% 53.85% 89.44% 12 13 Here is the correlation matrix: 17 18 1.0000 0.1571 -0.1891 0.1571 1.0000 0.1891 0.1661 1.0000 a. Suppose a portfolio has 30 percent invested in A, 50 percent in B, and 20 percent in C. What are the expected return and standard deviation of the portfolio? 23 28 Hint: for the portoflio standard deviation, start by creating a table like the one in Section 25.1 for the N-asset case. In fact, begin by creating a table with the products of the weights and standard deviations for each pair of stocks. If you are careful about how you construct the formulas, you can copy them. Then take the results from this intermediate table and multiply them by the correlations above 35 37 33.11% 53.85% 89.44% 39 40 Hint: put the products of weights and standard deviations for each stock in this row 30% 33% 54% 89% Hint: the values in this box should equal wi xsxWx S 43 Now multiply the products of wx s.x x 45 46 Hint: the values in this box should equal w x SXWxS, x s by the correlations given above to create a table like the one in Section 3.1 49 Porttolio variance- Hint: portfolio variance is the sum of all the values in the table immediately above