Calculate the following: Average monthly returns and standard deviations of returns for each asset; use the AVERAGE and STDEV.S formulas in Excel. Pairwise correlation coefficients; use the CORREL formula in Excel. Expected returns and standard deviations of portfolios formed by investing in IBM and MC, where the proportion of investment in IBM ranges from 0% to 100% in increments of 10%. Use the formulas in Lecture slide: "Forming Portfolios (2)." The Beta of IBM and MC. Use the formula for the beta of a stock in slide: "The Security Market Line (5)," using the calculations you performed in the previous questions