Consider the following information:

Calculate the expected returns on $A,B$ and C $.7\%,3\%,6\mathrm{.}1\%$

Calculate the variances on A$,$ B and C$..00607,0,.002829$

Calculate the covariances of $($A$,$B$),($A$,$C$),$ and $($B$,$C$).$ O$,\mathrm{.}00316,0$

Using Stocks A$,$ B and C$,$ calculate the portfolio return and standard deviation that

maximizes the slope of the CAL. $Wa=\mathrm{.}1975$;$.0628,\mathrm{.}05532$

Let your utility function be represented as $E(R_0)-\frac{1}{2}A{}_0^2,$ where $A,$ your risk tolerance level,

is $60.$ Calculate the expected return and standard deviation of the portfolio that maximizes

your utility function. $Wp=\mathrm{.}1785$;$\mathrm{.}03585,\mathrm{.}009875$

Assume for now that Stock C is the market portfolio, calculate Beta for Stock A and the

required return on Stock A using the CAPM. $1\mathrm{.}117,.0646$

Please build through excel using excel formulas