Please, using the excel sheet, and telling me what to put in each cell, help me solve this homework questions: Using the Daily data on $4$ global stock markets Calculate daily returns and clean the dataset by removing $0$ returns $($duplicate prices$).$ Match five indices using $$vlookup$$ and clean all $$N$.$A$,$ leading to same number of observations for all five indices. You cannot create Variance covariance matrix, otherwise. Using the matrices of weights, returns, and Variance covariance matrix, calculate $1)$ Portfolio return $($Rp$)2)$ Portfolio variance $()$ and standard deviation $($$)$ Construct the optimized portfolio using $4$ stock market indices, starting with minimum variance portfolio $($MV P$).$ Select the portfolio weights that maximise the expected portfolio return subject to a target variance level $($min$($$)$ to $3*$min$($$).$ If the procedure above is followed repeatedly for different return targets, it will trace out the efficient frontier.

$$ Draw the efficient frontier and discuss the changes in weights.

$$ Note: You also need to be slightly careful to impose at least the restriction that all of the wealth has to be invested $($weights sum to one$).$ This restriction is written as w$1$N $=1,$ where $1$N is a column vector of ones of length N$.$