This assignment is to be done in Excel. You are interested in forming a portfolio with Stock S and Bond B. Stock S has an expected return of 14% and a standard deviation of returns of 30%. Bond B has an expected return of 8% and a standard deviation of returns of 15%. The correlation coefficient of the returns of S and B is 0.22. The risk-free rate of return is 5%. Using increments of 1 percentage point, fill in the template posted and plot both efficient frontiers (with vs. without the risk-free asset.) When plotting the line for the frontier with the risk-free asset, use a range from 0 to 30 for the X values. Please do not forget the important reminders below.1. The weight in the bond (Wb) for the minimum-variance portfolio needs to be inserted numerically within the Wb column. 2. The weight in the bond (Wb) for the maximum-Sharpe-Ratio portfolio does not need to be inserted numerically in the Wb column, but you can do so if you would like.

E(Rs)	E(Rb)	SDstock	SDbond	CorrBS	T-bill rate
14	8	30	15	0.22	5
ws	wb	E(rp)	(wssds)^2	(wbsdb)^2	2wssdswbsdbpbs	Var(rp)	SD(rp)
ADD ROWS AS NEEDED.
ADD ROWS AS NEEDED.
ADD ROWS AS NEEDED.
ADD ROWS AS NEEDED.
ADD ROWS AS NEEDED.
ADD ROWS AS NEEDED.