Question $5$: efficient frontier Referencing the cells in the "diversification" sheet, enter the expected return and standard deviation for WMT and CVX in B$2$:C$3$ and the correlation between them in B$5.$Construct two$-$asset portfolios with different weights in WMT and CVX$.$ Calculate the returns and standard deviations of each possible portfolio in D$9$:$43.$In a "Scatter with Smooth Lines" chart, plot the investment opportunity set. Make sure the y values are the returns and the x values are the standard deviations. Your figure should look somewhat like Figure $6\mathrm{.}3$ in Section $6\mathrm{.}2$ of the textbook. Here's how to create a scatter chart.Find the minimum variance portfolio using the formula in $($B$18)$ of SpreadSheet $6\mathrm{.}6$ in Section $6\mathrm{.}2$ of the textbook. Enter the portfolio weight for WMT$,$ the expected return and the standard deviation of the minimum variance portfolio in G$9$:$19.$