Can you please show me the explantion on excel for each question.

Assets Portfolio Allocation % Expected Rate of Return Expected Standard Deviation Risk-Free Assets T-Bills 20% 2.0% 0 Risky Assets Bonds Stocks 50% 30% 6.0% 20.0% 10% 34% 8. Assuming the correlation between stocks and bonds is 0.30, compute the standard deviation of the combined risky portfolio (use % and three decimals) 9. If you had $100,000 to invest in this portfolio, based on the allocation above including cash compute the expected $ profit amount. (use two decimals 10. If you had $100,000 to invest in this portfolio, based on the allocation above including cash compute the expected HPR% (use % and two decimals). 11. Assuming the correlation between stocks and bonds is negative (-1), compute the standard deviation of the combined risky portfolio (use % and two decimals) Assets Portfolio Allocation % Expected Rate of Return Expected Standard Deviation Risk-Free Assets T-Bills 20% 2.00% 0 Risky Assets Bonds Stocks 50% 30% 6.00% 20.00% 10% 34% 2-2a Risky Portfolio % of Total Weights Expected Rate of Return Expected Standard Deviation Correlation 4W%. a)^2 2(Wa)(W.6).Cor Bonds Stocks Total Risky Portfolio 0.3000 Variance = Stand. Dey Standard Deviation = Question 8 2-2b(a) and 2-26(b) Assets Portfolio Allocation % Expected Rate of Return $ Allocation Expected Profit Weghted Average Expecred Return Risk-Free Assets T-Bills 20% 2.00% Risky Assets Bonds Stocks Total 50% 30% 100% 6.00% 20.00% 100,000 Question 9 Question 10 2-20 Risky Portfolio % of Total Weights Expected Rate of Return Expected Standard Deviation Correlation (W%. a)^2 2(Wa)(Wa).Cor Stocks Total Total Risky Portfolio -1.0000 Variance = Stand. De Standard Deviation Question 11