Can you please Provide excel sheet with formulas

For the questions below, assume a risk$-$free rate of $0\mathrm{.}4\%$ per month.

Suppose you are currently invested $100\%$ in LARGE stocks, and you CANNOT short $($i$.$e$.,$ portfolio

weights cannot be negative$)$:

a$.$ Find the portfolio that maximizes expected return if you want the same risk of LARGE stocks.

b$.$ What is the expected return of this portfolio and what are the portfolio weights in this case?

c$.$ How much are expected returns increased on a monthly basis by switching from $100\%$ LARGE stocks to

this new portfolio?

Suppose you CAN short assets at no extra cost $($so weights can be negative$).$

a$.$ Find the portfolio that maximizes expected return if you want the same risk of LARGE stocks. What are

the portfolio weights?

b$.$ Which asset do you SHORT in this portfolio? What asset has the biggest increase in portfolio weight

from the CANNOT short to CAN short examples? Why?

Can you please provide excel sheet with formulas