use solver tool

+ 2 Stock A Stock B 3 Average 11.00% 9.00% 4 Variance 12.00% 10.00% 5 Sigma 34.64% 31.62% 6 Cov(rA,1B) 0.0400 7 Correlation (TA, IB) 3.3333 8 9 Part A. Calculate portfolio statistics 10 Percentage in A 55.00% 11 Percentage in B 45.00% 12 13 Expected portfolio return, E(rp) 10.10% 14 Portfolio variance, Var(ro) 7.64% 15 Portfolio standard deviation, 27.63% 16 17 18 Part B. Calculate portfolio statistics for each of the following portfolio combination Percentago Expected 19 In A Sigma return 20 0% 31.62% 9.00% 21 10% 28.67% 9.20% 22 20% 26.23% 9.40% 23 30% 24.45% 9.60% 24 40% 23.49% 9.80% 25 50% 23.45% 10.00% 26 60% 24.33% 10.20% 27 70% 26.04% 10.40% 28 80% 28.43% 10.60% 29 90% 31.34% 10.80% 30 100% 34.64% 11.00% 31 32 33 Part C. Identify the minivariance portfolio that consists of stocks A and B, and report the results below 34 Percentage in A 15 Percentage in B 6 7