$4.$ In cell G$19,$ calculate the stock's average monthly return over the last $10$ years using the AVERAGE function, and in cell H$19,$ calculate the effective annual rate $($EAR$)$ of return over the time period using the average monthly return from G$19.5.$ In cell I$19,$ calculate the sample standard deviation $($using the STDEV.S function$)$ of the stock's monthly returns. In cell J$19,$ annualize this value by multiplying I$19$ by the square root of $12.6.$ In cell B$24,$ calculate the correlation between the monthly returns of the two stocks using the CORREL function. $8.$ In cell O$18,$ calculate the variance of a portfolio with $0\%$ weight in MCD and $100\%$ weight in HD using the individual stock's correlation, annual standard deviations, and weights. Fill in cells O$19$ through O$38$ by repeating this calculation for the given weights in the table.