Plot in Excel the opportunity set for Portfolios A & B. To do this you will need to calculate the missing information in the table found in the Excel spreadsheet that accompanies the case using weights of portfolio A & B in 10 percentage point increments. To do this you will need to know how to program formulas in Excel using absolute and relative cell references from the data provided. (The table below already exists in the Excel file).

Weight A	Weight B	Exp Rtn	Exp Risk	Sharpe
0%	100%
10%	90%
20%	80%
30%	70%
40%	60%
50%	50%
60%	40%
70%	30%
80%	20%
90%	10%
100%	0%

Determine the optimal risky portfolio (e.g. the optimal allocation of A & B) using the concepts from Modern Portfolio Theory and draw in the Capital Allocation Line (CAL). The approximate optimal allocation can be determined using the table in Excel like the one shown above.