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Please use Excel to find the optimal portfolio and optimal weights. Thank you!

Stock A stock B ELR) 1% 010158 0102815 0, 000375 Covaance correlation Lie 0181345 since, we now have WA = 25%, wB%, Eup) WARAWB PRE 1.257. 68 = 0.025ig Question : Suppose the risk free late is 0,30%. What is the sharp Ratio of the optimal portfolio ? Describe the potfelio weights of the optimal putfolio Stock A stock B ELR) 1% 010158 0102815 0, 000375 Covaance correlation Lie 0181345 since, we now have WA = 25%, wB%, Eup) WARAWB PRE 1.257. 68 = 0.025ig Question : Suppose the risk free late is 0,30%. What is the sharp Ratio of the optimal portfolio ? Describe the potfelio weights of the optimal putfolio