Consider the following universe of securities:

Security	Expected Return	Standard Deviation
A	12%	24%
B	20%	40%
T-Bills	4%	0%

The correlation coefficient between securities A and B is -0.30.

Construct a graph of the opportunity set of investments for risky securities A and B.

Find the Expected Return and Standard Deviation of the Optimal Risky portfolio and locate the Optimal Risky Portfolio on the opportunity set.

Add the Capital Allocation Line to the graph

If an investor has a risk aversion factor of 4, what will the Expected Return and Standard Deviation of their portfolio be? Locate this portfolio on the graph.

please show formulas in excel

thank you will thumbs up