SEE the Excel file PS2 Data BELOW . It contains the (actual) annual returns on Coca-Cola (KO) and Walmart (WMT) over the past 31 years (1980-2010).

1. Calculate of the arithmetic average return (function =AVERAGE) and the volatility of the return (function =STDEV) for the 2 stocks, and the correlation between them (function =CORREL).

2. Using the numbers above as estimates of the expected return, standard deviation, and correlation, plot the investment opportunity set using the two stocks for weights in Coca- Cola between 0% and 150% (0 to 1.5).

3. What are the approximate weights (to the nearest 1%) in the minimum variance portfolio? (Trial and error is a viable strategy. There is an analytical solution, but it requires the application of some calculus. Again, you can also use the Solver tool in Excel.)

Returns
	KO	WMT
1985	3,49%	75,82%
1986	11,15%	41,46%
1987	59,77%	136,12%
1988	8,26%	57,00%
1989	22,13%	-2,36%
1990	41,07%	69,21%
1991	37,87%	46,43%
1992	3,62%	12,26%
1993	22,82%	21,32%
1994	76,97%	43,84%
1995	22,72%	35,49%
1996	75,36%	95,34%
1997	5,82%	9,10%
1998	8,28%	-21,51%
1999	17,43%	-14,41%
2000	46,12%	5,54%
2001	43,24%	3,13%
2002	27,88%	74,74%
2003	1,32%	107,57%
2004	-12,11%	70,42%
2005	5,91%	-22,80%
2006	-21,41%	8,92%
2007	-5,53%	-11,74%
2008	18,10%	5,73%
2009	-16,09%	0,51%
2010	-0,61%	-10,27%
2011	23,10%	0,10%
2012	30,40%	4,89%
2013	-24,08%	19,95%
2014	30,08%	-2,62%
2015	19,04%	3,25%

PLEASE SHOW ALL THE STEPS NEEDED IN EXCEL mostly regarding question 2 and how to solve question 3 by using the solver