01. Portfolios with Two Risk Assets in this question you are working with the case of TWO Risky assets. The two risky assets are: FICDS (Canadian Stock market Index) and SPS00S&P 500 Stock Market Index ON QUA FICOX 0.007780193 Monthly Retur 0.00350 Q1. A2 points in the column C, in the cells below (YELLOW Cell. program the formula for the weights in SP500 Note: If you program the call for portfolio 1 in column C) correctly, then you will be able to simply copy the formula down, for all other row (portfolios). 01.8.[2 points in the column D, in the cell below (ORANGE Cell), program the formula for Portfolio Retur. Note: For each row each portfolio 1.2.-), the formula refers to the portfolio weights for that row, and Expected Returns for the two sets. Note: If you program the formule correctly, then you will be able to simply copy the formula down, for all other rows (portfolios Note: Use ABSOCULTE CELL references with $ sips) to refer to cells with Montily Expected Returns for the TWO ASSETS (PICDX and SP500) Portfolio Weight in PCDX Weight in SP500 Portfolio Return Portfolio Variance Portfolio St. Der Portfolio Return 0 1 2 1 4 -0.05 o cos 0.1 0.15 02 5 o o 0 7 025 9 0 0.3 0.35 0.4 10 11 12 13 0.45 05 055 0 O 15 06 0.65 0.7 0.75 17 0 0 19 20 21 22 OAS 09 095 1 10 1.1 24 500 COVARIANCE MATROX FICOX FCDX 0.003311826 0.000033 825190-05 0.00129827 wances are on the diagonal (Dark Green Celsi Covariance between two sets of the diagonal (Light Green Cell 1.C. (4 points in the Column , in the cells above (VELLOW Cells), please enter the formula for PORTFOLIO VARIANCE Note: For each row each portfolio 1.2.- the formula refers to the portfolio weights for that row, Variances of the two sets, and covariance between the sets Note: if you program the formula correctly, then you will be able to simply copy the formula down, for all other rows portfolios Note: Use ABSOCULTE CELL references with sip) to refer to cells with Viances and Cowances . [2 points in the Column F, in the cells above (ORANGE Cells) please enter the formula for PORTFOLIO STANDARD DEVIATION (using Portfolio variance in Column Note: Alter you have variances in column Lyou can easily compute Standard Deviations 10. 1L 12 points) X-Y Plot Now you have Portfolio Standard Deviation in Column F, and Portfolio Retum in Column G Create X-Plot, with Portfolio Standard Deviation Column F) on the horizontal X-als, and with Portfolio Retum (Column G) on the vertical-als. 01. Portfolios with Two Risk Assets in this question you are working with the case of TWO Risky assets. The two risky assets are: FICDS (Canadian Stock market Index) and SPS00S&P 500 Stock Market Index ON QUA FICOX 0.007780193 Monthly Retur 0.00350 Q1. A2 points in the column C, in the cells below (YELLOW Cell. program the formula for the weights in SP500 Note: If you program the call for portfolio 1 in column C) correctly, then you will be able to simply copy the formula down, for all other row (portfolios). 01.8.[2 points in the column D, in the cell below (ORANGE Cell), program the formula for Portfolio Retur. Note: For each row each portfolio 1.2.-), the formula refers to the portfolio weights for that row, and Expected Returns for the two sets. Note: If you program the formule correctly, then you will be able to simply copy the formula down, for all other rows (portfolios Note: Use ABSOCULTE CELL references with $ sips) to refer to cells with Montily Expected Returns for the TWO ASSETS (PICDX and SP500) Portfolio Weight in PCDX Weight in SP500 Portfolio Return Portfolio Variance Portfolio St. Der Portfolio Return 0 1 2 1 4 -0.05 o cos 0.1 0.15 02 5 o o 0 7 025 9 0 0.3 0.35 0.4 10 11 12 13 0.45 05 055 0 O 15 06 0.65 0.7 0.75 17 0 0 19 20 21 22 OAS 09 095 1 10 1.1 24 500 COVARIANCE MATROX FICOX FCDX 0.003311826 0.000033 825190-05 0.00129827 wances are on the diagonal (Dark Green Celsi Covariance between two sets of the diagonal (Light Green Cell 1.C. (4 points in the Column , in the cells above (VELLOW Cells), please enter the formula for PORTFOLIO VARIANCE Note: For each row each portfolio 1.2.- the formula refers to the portfolio weights for that row, Variances of the two sets, and covariance between the sets Note: if you program the formula correctly, then you will be able to simply copy the formula down, for all other rows portfolios Note: Use ABSOCULTE CELL references with sip) to refer to cells with Viances and Cowances . [2 points in the Column F, in the cells above (ORANGE Cells) please enter the formula for PORTFOLIO STANDARD DEVIATION (using Portfolio variance in Column Note: Alter you have variances in column Lyou can easily compute Standard Deviations 10. 1L 12 points) X-Y Plot Now you have Portfolio Standard Deviation in Column F, and Portfolio Retum in Column G Create X-Plot, with Portfolio Standard Deviation Column F) on the horizontal X-als, and with Portfolio Retum (Column G) on the vertical-als