The below image is a question excerpt in preparation for a multiple choice quiz.

With the impacts of COVID-l9 still weighing on the portfolio manager's mind. You have been tasked with evaluating its effects on two contrasting portfolios. In addition to understanding the relationship between risk and return, you should be able to calculate the standard deviation of a two-asset portfolio with different weighting combinations. You are aware that the current risk-free rate is 1.08%, and the expected return on the market is 6.49%. Portfolio #1 Qantas Village Roadshow Date Price Dividend Price Dividend 170672019 5.42 3.41 170772019 5.43 2.71 170872019 5.78 2.61 170972019 6.10 .13 2.85 0.05 171072019 6.44 2.81 171172019 6.45 3.22 171272019 7.32 3.21 170172020 7.16 3.81 170272020 6.41 3.99 170372020 5.31 .135 3.46 170472020 3.38 1.77 170572020 3.62 2.02 170672020 4.01 2.07 Beta 1 .06 Beta 2 Portfolio #2 Wesfarmers BHP Date Price Dividend Price Dividend 170672019 36.67 36.81 170772019 36.10 41.68 170872019 39.61 0.78 40.22 170972019 38.60 36.56 1.14 171072019 40.18 36.74 171172019 39.96 36.52 171272019 42.33 38.26 170172020 41.45 38.98 170272020 45.09 0.75 38.62 170372020 40.57 33.73 0.99 170472020 35.90 30.07 170572020 37.67 30.68 170672020 40.66 35 .68 Beta 0.86 Beta 0.99 Supervisor's advice:Your supervisor has the utmost faith in you to get the report done. Your supervisor suggested you to use the price data to calculate returns, averages, covariance, and standard deviation before any formal analysis can be done. A basic excel guide is available for you to accomplish this task. Your Supervisor has informed you that you may be asked to calculate the expected return of the two portfolios and perhaps form a combined portfolio of all four of the assets. The portfolio could have various weightings, so construct your spreadsheet accordingly. You may be asked questions based on the CAPM. The data contains betas and other relevant variables needed for your calculations