Derrick intends to build a porfolio of two assets whose facts are as follows:

Stock$-$A Stock$-B$

Expected return $22\%,13\%$

Rick $9\%,4\%$

The correlation coefficient is given as $r=-0\mathrm{.}6$

Required:

Plot a curve using Mo Excel to show efficient frontier and read the portolio weights in this frontier for the minimum variance $($no calculation required$)$ portolio. Use the weights be low for the frontier;

$\backslash$table$[[$Stock$.$A$,$Stock$-$B$],[1,0.],[0\mathrm{.}9,0\mathrm{.}1],[0\mathrm{.}8,0\mathrm{.}2],[0\mathrm{.}7,0\mathrm{.}3],[0\mathrm{.}6,0\mathrm{.}4],[0\mathrm{.}5,0\mathrm{.}5],[0\mathrm{.}4,0\mathrm{.}6],[0\mathrm{.}3,0\mathrm{.}7],[0\mathrm{.}2,0\mathrm{.}8],[0\mathrm{.}1,0\mathrm{.}9],[0,1]]$

Note:

Your work which MUST be done in Excel should be submitted in PDF FORMAT.