Consider two stocks, stock A and B$.$ We have annual return data for these two stocks along with the T Bill and market portfolio returns over the past $25$ years.

OBS. STOCK A STOCK B MARKET T BILL

$16\mathrm{.}49\%10\mathrm{.}48\%11\mathrm{.}93\%3\mathrm{.}61\%$

$24\mathrm{.}04\%11\mathrm{.}36\%9\mathrm{.}80\%4\mathrm{.}11\%$

$37\mathrm{.}37\%8\mathrm{.}28\%10\mathrm{.}20\%4\mathrm{.}39\%$

$42\mathrm{.}84\%1\mathrm{.}06\%1\mathrm{.}69\%2\mathrm{.}50\%$

$5-3\mathrm{.}37\%-1\mathrm{.}86\%-5\mathrm{.}87\%2\mathrm{.}21\%$

$64\mathrm{.}65\%13\mathrm{.}81\%11\mathrm{.}00\%4\mathrm{.}45\%$

$74\mathrm{.}48\%6\mathrm{.}22\%6\mathrm{.}19\%3\mathrm{.}69\%$

$82\mathrm{.}06\%2\mathrm{.}87\%2\mathrm{.}66\%2\mathrm{.}63\%$

$92\mathrm{.}70\%21\mathrm{.}18\%13\mathrm{.}74\%3\mathrm{.}48\%$

$10-0\mathrm{.}32\%12\mathrm{.}52\%4\mathrm{.}60\%3\mathrm{.}78\%$

$118\mathrm{.}18\%4\mathrm{.}83\%8\mathrm{.}95\%4\mathrm{.}00\%$

$12-0\mathrm{.}24\%19\mathrm{.}64\%10\mathrm{.}94\%3\mathrm{.}03\%$

$134\mathrm{.}88\%-11\mathrm{.}59\%-5\mathrm{.}40\%3\mathrm{.}95\%$

$145\mathrm{.}89\%7\mathrm{.}60\%8\mathrm{.}74\%3\mathrm{.}06\%$

$152\mathrm{.}70\%-2\mathrm{.}63\%-2\mathrm{.}19\%3\mathrm{.}84\%$

$163\mathrm{.}35\%3\mathrm{.}24\%3\mathrm{.}82\%3\mathrm{.}40\%$

$178\mathrm{.}92\%4\mathrm{.}76\%11\mathrm{.}16\%2\mathrm{.}86\%$

$18-0\mathrm{.}69\%11\mathrm{.}05\%4\mathrm{.}44\%2\mathrm{.}75\%$

$191\mathrm{.}75\%11\mathrm{.}07\%6\mathrm{.}92\%3\mathrm{.}14\%$

$200\mathrm{.}02\%15\mathrm{.}77\%6\mathrm{.}89\%4\mathrm{.}69\%$

$210\mathrm{.}15\%4\mathrm{.}57\%0\mathrm{.}53\%3\mathrm{.}41\%$

$225\mathrm{.}55\%8\mathrm{.}26\%7\mathrm{.}58\%4\mathrm{.}26\%$

$235\mathrm{.}26\%-1\mathrm{.}64\%2\mathrm{.}26\%3\mathrm{.}59\%$

$247\mathrm{.}52\%-0\mathrm{.}44\%5\mathrm{.}12\%3\mathrm{.}22\%$

$251\mathrm{.}59\%-0\mathrm{.}01\%-0\mathrm{.}67\%3\mathrm{.}29\%$

According to this data;

E$.$RETURN A is $3\mathrm{.}4308\%$

STDEV A is $3\mathrm{.}1353\%$

E$.$RETURN B is $6\mathrm{.}4160\%$

STDEV B is $7\mathrm{.}5068\%$

CORRELATION A$,$B is $-0\mathrm{.}175$

So$,$ what is "expected return" according to this formula and notations:

w$($A$)$ the portion of the portfolio invested in asset A

R$($A$)$ the expected return on asset A

s$($A$)$ the standard deviation of asset A$$s return

cov$($A$,$B$)$ the covariance between the returns of asset A and B

cor$($A$,$B$)$ the correlation between the returns of asset A and B

The statistical properties of P$,$ portfolio return are:

expected return on P $=$ R$($P$)=$ w$($A$)*$ R$($A$)+$ w$($B$)*$ R$($B$)$

variance of P $=$ w$($A$)2*$ s$($A$)2+$ w$($B$)2*$ s$($B$)2+2*$ w$($A$)*$ w$($B$)*$ cov$($A$,$B$)$

standard deviation of P $=$ square root of variance of P

our usual portfolio condition is w$($A$)+$ w$($B$)=1$

Answer it via excel and also with normal formula