Compute the returns for three portfolios:

1. An equal weighted portfolio of the three ETFs
2. A low-volatility portfolio whose weight in each ETF is related to the inverse of the ETFs standard deviation. To derive these weights, you first need to compute the total period standard deviation for each ETF. For example, the weight of ETF 1, would be , the weight of the second one is , and so on.)
3. Create the last portfolio following this rule of thumb: 20% of your money in foreign stocks, (your age)% in a bond portfolio, and the rest in US stock. This is your third portfolio.
4. Now that you have the time-series of the above three portfolios, create and complete a table such as the one below in the same worksheet:

	Equal weighted	Low Volatility	Rule of thumb
Mean (Annualized)
SD (Annualized)
Mean/SD (Annualized)

w1=11+21+3111 w2=11+21+3121