Attached I need these questions answered with work shown.

Name: Group: Leave all answers to 2-decimal places. Show work: you answer cells should have the embedded algebra or Excel function. The following data applies to all questions in this assignment: Rate of Return Year Asset A Asset B Market 1 20.00% 19.00% 10.00% 2 -10.00% 15.00% 12.00% 3 10.00% -5.00% 8.00% 4 -8.00% -13.00% -5.00% 5 15.00% 25.00% 10.00% 2015 Spring2 1) Calculate the expected returns for Asset A, Asset B and the Market (use AVERAGE function in Excel). Asset A = Asset B = Market = 2) Calculate the standard deviation of returns, , for each asset (use STDEVP function). Asset A = Asset B = Market = 3) Calculate the coefficient of correlation, , between Asset A and Asset B (use CORREL function). A,B = 4) Using the following asset weight combinations between Asset A and B [0%-100%, 25%-75%, etc.] calculate the expected returns and their corresponding portfolio standard deviation of the portfolio with these weight combos. Use the following formula to calculate the portfolio standard deviation: P ( wA A ) 2 ( wB B ) 2 2w A wB A B A, B = [(wA*A)^2 + (wB*B)^2 + (2 *wA * wB *A * B *(A,B))] ^0.5 where wA and wB are the % of assets in Asset A and B respectively [i.e. A-B weight combo], A and B are the respective standard deviations of return [calculated from (2)] and (A,B) is the [coefficient of] correlation of returns between asset A and B [calculated from (3)]. Portfolio Portfolio %Asset A %Asset B Expected Return Standard Deviation 0% 100% 25% 75% 50% 50% 75% 25% 100% 0% 5) Using Portfolio Expected Returns on the Y axis and Portfolio Standard Deviation in the X axis, draw the efficient frontier for possible portfolio combinations of Asset A and B [from previous question]. (include 100% A and 100% B as two possibilities). Hint: Use the Excel Chart Wizard and select the XY (scatter) plot option. Yes, I am helping you auto-plot the Efficient Frontier below once you calculate the Return-Stdev in Question4. When you calculate and fill in the portfolio's Expected Returns and Standard Deviations in (4), it will automatically plot below. It's probably a good idea to learn how to do it yourself, but for now it will save you some time ... 9% Efficient Frontier Port folio Expect ed Return 8% 7% 6% 5% 10% 11% 12% 13% 14 % 15% Portfolio St andard Deviation 6) Calculate Beta for Asset A (relative to the Market) and Asset B (relative to the Market). (use the SLOPE function). [PS: this function is also available on your TI BA II Plus calculator, and Excel facility may or may not be available (it is semester- and instructor-specific) during the Exam]. Beta Asset A = Beta Asset B = 7) Assume that for next year the Risk Free Rate is expected to be 1% and that the overall Market will realize a return of 6%. Using the CAPM / SML methodology, calculate the required returns for Asset A and Asset B. CAPM: ki = kRF + i (kM - kRF) kRF = kM = Required Return for Asset A = Required Return for Asset B =