The question is asking you$($my instructions$)($ the Chegg solver$)$ to show the formulas you will be using to solve the problem.

Please show how to work in excel and show excel formulas and where they flow. Attach photos and possible an excel filePerform instant experiments on the efficient frontier and portfolio weights. The portfolio weights of the optimal $($tangent$)$ portfolio are a trade$-$off between putting more in assets with higher expected returns vs$.$ spreading investment out evenly to lower portfolio risk by diversification. You can see how this trade$-$off works by doing some of the experiments listed below: $($A$)$ What happens to the optimal portfolio weight of an individual asset that is underpriced $($e$.$g$.$ the expected return is raised$)?($B$)$ What happens to the optimal portfolio weight of an individual asset that is overpriced $($e$.$g$.$ the expected return is lowered$)?($C$)$ What happens to the optimal portfolio weight of an individual asset that is mispriced due to the standard deviation of the asset being raised? $($D$)$ What happens to the optimal portfolio weight of an individual asset that is mispriced due to the standard deviation of the asset being lowered$9($E$)$ What happens to the optimal portfolio weights of two risky assets when the correlation between them is raised? $($F$)$ What happens to the optimal portfolio weights of two risky assets when the correlation between them is lowered? $($G$)$ What happens to the efficient trade$-$off $($tangent$)$ line when the risk$-$ free rate is raised? $($H$)$ What happens to the efficient trade$-$off $($tangent$)$ line when the risk$-$ free rate is lowered?