Question: Using the spreadsheet Markowitz-02.xlsx: (a) Increase all the forecast excess-return values (cells H6 through H12) by 40% (i.e. multiply by 1.4). (b) Use Solver to

Using the spreadsheet Markowitz-02.xlsx: (a) Increase all the forecast excess-return values (cells H6 through H12) by 40% (i.e. multiply by 1.4). (b) Use Solver to calculate the (i) expected excess portfolio return, (ii) portfolio stan- dard deviation, (iii) Sharpe ratio, and (iv) portfolio weights for the long/short and long-only: i. Minimum variance portfolio. ii. Optimum (maximum Sharpe-ratio) portfolio. iii. Portfolio on the efficient frontier with a 9.0% expected excess return. Re- member to use the decimal form (0.09) in your constraint.

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