Question: Use the Excel Template and the following Input Data to: 1)Find the minimum variance portfolio of risky assets 2)Construct the Efficient Frontier of risky assets

Use the Excel Template and the following Input Data to:

1)Find the minimum variance portfolio of risky assets

2)Construct the Efficient Frontier of risky assets

3)Find the Optimal Portfolio of risky assets by maximizing the Sharpe Ratio

please show formulas in excel

Input Data

Summary Statistics

Asset

A

B

C

Rf

E(r )

8%

15%

4%

2%

SD

10%

22%

8%

Covariance Matrix of Risky Assets

A

B

C

A

0.0100

0.0066

0.0000

B

0.0066

0.0484

0.0044

C

0.0000

0.0044

0.0064

Correlation Matrix of Risky Assets

A

B

C

A

1.000

0.300

0.000

B

0.300

1.000

0.250

C

0.000

0.250

1.000

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