Question: Using excel calculate the following. Please show work D Question 2 1 pts Problems 1 through 4 use the following information: You are given the

Using excel calculate the following. Please show work

D Question 2 1 pts Problems 1 through 4 use the following information: You are given the following information about a portfolio: Correlation matrix: EAFE US Fixed Ex-US Fixed US Equities equities Income Income Commodities US Equities 100% 85% 30% 20% 10% EAFE equities 85% 100% 70% 30% 15%Ex-US Fixed Income 20% 30% 70% 100% 7% Commodities 10% 15% 5% 7% 100% EAFE US Fixed Ex-US Fixed US Equities equities Income Income Commo k (St Dev) 20% 25% 8% 10% 20% ected returns 7% 7% 3% 2% 3%EAFE US Fixed Ex-US Fixed US Equities equities Income Income Commodities Portfolio weights 40.00% 20.00% 30.00% 5.00% 5.00%\f\f\fRp - Rf sp Find the portfolio weights that give the highest Sharpe ratio without shorting any assets. Assu that the risk free rate is 2%. US Equities EAFE US Fixed Ex-US Fixed Commoditie equities Income Income\f\f

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