Answer the following questions based on the monthly prices (indexes) of Apple (AAPL), Walmart (WMT), and S&P 500: a) Use Data Table tool to calculate their monthly returns during the period of January 2016 to December 2018. The calculation is based on month-end adjusted closing prices for each firm during the required time period and the prices are publicly available at Yahoo!Finance. Note that you need the data for a 37-month period. For example, the return for January 2014 is calculated as: 31,2014 = ( 31,2014 31,2013 1) 100 b) Use Data Table tool to calculate the mean returns and standard deviations for AAPL, WMT, and S&P 500. c) Use Data Table tool to construct the variance-covariance matrix of AAPL, WMT, and S&P 500 (This should be a 3 by 3 matrix). d) Use Data Table tool to calculate the return and standard deviation of the portfolio consisting of 60% of AAPL and 40% of WMT. e) Based on the return and variance-covariance matrix information in parts a) and b), i) Use Solver to calculate the weights of the minimum variance portfolio (MVP) consisting of WMT and AAPL only. (Note that the solution of this part must include an image of the Solver dialog showing all input values. The image can be shown in a non-Excel file.) ii) Use Solver to calculate the weights of the efficient portfolio with a return of 2%. (Note that the solution of this part must include an image of the Solver dialog showing all input values. The image can be shown in a non-Excel file.)