Can someone help me with the orange areas? Please show me the formulas/steps, I really appreciate it!

60% Weights 40% US Government Date Bond Jan-01 0.27% Feb-01 0.84% Mar-01 0.51% US Stocks 3.57% 1.44% 5.33% Apr-01 May-01 Jun-01 Jul-01 Aug-01 Sep-01 Oct-01 Nov-01 Dec-01 Jan-02 Feb-02 Mar-02 Apr-02 May-02 Jun-02 Jul-02 Aug-02 Sep-02 Oct-02 Nov-02 Dec-02 Jan-03 Feb-03 Mar-03 Apr-03 May-03 Jun-03 Jul-03 Aug-03 Sep-03 Oct-03 2.22% 0.43% -0.33% -0.95% -1.29% -1.87% -1.78% -2.64% 1.68% 2.46% 1.40% 6.08% 0.08% 2.87% 0.25% 1.46% 0.30% -3.12% -0.73% -4.60% 0.48% -2.55% 0.21% 0.11% 0.77% 4.02% -0.43% -3.89% 0.26% 0.17% -0.49% 4.00% 0.14% -5.49% -0.81% -1.58% 0.41% 4.71% 0.10% 5.20% -1.62% 1.52% 0.32% -0.67% 0.51% -0.28% 1.39% 7.35% 0.90% 0.78% 1.27% 0.75% 0.06% -1.46% -0.50% -0.35% 0.72% 0.75% -0.72% 4.63% 0.05% 3.13% 1. Calculate the average return, standard deviation, and correlation coefficient for each asset in the table below. US Government Bond US Stocks Average Return Standard Deviation Corelation 2. Create a "Data Table" that calculates the expected return, standard deviation, and Sharpe ratio of a different portfolio on each row. For each row, the portfolio should have the listed "weight" for that row invested in the "US Government Bond" asset, and the remainder invested in the US Stock" asset. For the Sharpe ratio, you can assume that the risk free rate of return is 0. Std Dev Exp Ret Sharpe Weight Bonds 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% 50% 55% 60% 65% 70% 75% 80% 85% 90% 95% 100% 3. Using the "Index" and "Match" functions, return the following information from the Data Table that you just created for the portfolio that has the largest expected return. Weight Std Dev Exp Ret Sharpe