EXCEL FORMULAS PLEASE

Peart A. Consider a portfolio consisting of BA and KK only. Given the investment allocation below, calculate portfolio's Sharpe ratio and other statistics Percentage in BA Percentage in K Expected portfolio return, E(rp) Portfolio standard deviation, sp harpe Ratio Part B. Now consider adding the risk-free asset to the portfolio in Part A. Given the investment allocation below, calculate portfolio's expected return and standard deviation Percentage in portfolio (BA and K) Percentage in risk-free asset Expected portfolio return Portfolio standard deviation Part B. Identify the market portfolio, the intercept and the slope of the capital market line (CML) equation Percentage of BA in the market portfolio Percentage of Kin the market portfolio CML intercept CML slope Part C. If you invest 20% in the risk-free asset a rest in the market portfolio, what are your portfolio expected return and standard deviation? Percentage of investment in the risk-free asset Percentage of investment in the market porffolio Expected portfolio return, E(rp) Portfolio standard deviation, sp