2. If the portfolio was equally weighted (20% in all stocks and ETF) what is the resulting portfolio position (risk and return)? How does the variability of each stock affect the portfolio? How does this relate to your answer in question 1 above? How would the portfolio risk and return change if 50% of it is in SBUX, 20% in SPY, and 10% in each of the remainder securities.

See Data Provided Below; please provide answer and formula in excel

Date	SPY	SBUX	GM	VZ	XPO	RF
Year 1	0.92%	0.48%	0.28%	0.02%	4.30%	0.03%
Year 2	0.01%	3.31%	0.08%	0.39%	-2.21%	0.05%
Year 3	0.81%	-0.56%	0.42%	1.73%	4.94%	0.32%
Year 4	1.49%	0.38%	1.45%	0.45%	6.82%	0.93%
Year 5	0.44%	1.56%	-0.28%	1.31%	-1.57%	1.94%

Previous question answer;

A 1 Date 2 Year 1 Year 2 0 4 Year 3 Year 4 L 6 Year 5 7 Avg. 8 Std. Dev. 1 B SPY 0.92% .01% 0.81% 1.49% 0.44% 0.73% 0.55% C D E F G SBUX GM VZ XPORE 0.48% 0.28% 0.02% 4.30% 0.03% 3.31% 0.08% 0.39% 2.21% 0.05% -0.56% 0.42% 1.73% 4.94% 0.32% 0.38% 1.45% 0.45% 6.82% 0.93% 1.56% -0.28% 1.31% -1.57% 1.94% 1.03% 0.39% 0.78% 2.46% 0.65%) 1.48% 0.65% 0.71% 14.08% 0.81% A 1 Date 2 Year 1 Year 2 0 4 Year 3 Year 4 L 6 Year 5 7 Avg. 8 Std. Dev. 1 B SPY 0.92% .01% 0.81% 1.49% 0.44% 0.73% 0.55% C D E F G SBUX GM VZ XPORE 0.48% 0.28% 0.02% 4.30% 0.03% 3.31% 0.08% 0.39% 2.21% 0.05% -0.56% 0.42% 1.73% 4.94% 0.32% 0.38% 1.45% 0.45% 6.82% 0.93% 1.56% -0.28% 1.31% -1.57% 1.94% 1.03% 0.39% 0.78% 2.46% 0.65%) 1.48% 0.65% 0.71% 14.08% 0.81%