Fill in the spots and show ALL FORMULAS PLEASE. assume rfr is $5\%$

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Initially assume that exchange rate between $ and Pound and $ and Euro is expected to be stable $($no change during the year$).$ Assume that risk free rate is $5\%.$

What are the expected returns, standard deviations of returns and sharp ratios of US&UK portfolios with different mixes such as $100\%$ invested in US$,0\%$ in UK; $90\%$ invested in US$,10\%$ in UK; $80\%$ invested in US$,20\%$ in UK;$...$; $10\%$ invested in US$,90\%$ in UK; $0\%$ invested in US$,100\%$ in UK$?$ Replace $!$s with the right info at the above table with the help of Excel formulas.

What are the expected returns and standard deviations of returns of US & Spain portfolios with different mixes such as $100\%$ invested in US$,0\%$ in Spain; $90\%$ invested in US$,10\%$ in Spain; $80\%$ invested in US$,20\%$ in Spain;...; $10\%$ invested in US$,90\%$ in Spain; $0\%$ invested in US$,100\%$ in Spain? Replace $*$s with the right info at the above table with the help of Excel formulas.

Plot these two sets of risk$-$return combinations $($one for US&UK and another for US & Spain portfolio$).$

Which combination leads to a minimum risk portfolio $($MRIP$),$ maximum return portfolio $($MREP$)$ and optimum international portfolio $($OIP$)?$ Show the percentage improvement in each investment parameter $($expected return $($ER$),$ risk $($STD$),$ coefficient of variation $($CV$)$ and Sharp ratio $($SHR$)$ under MRIP $[$replace @s$],$ MREP $[$replace #s$]$ and OIP $[$replace &s$].$ What portfolio is the most efficient portfolio and explain why?

Replace the $?$s at the top panel. What is the beta of the British market from a U$.$S$.$ perspective? What is the beta of the Spanish market from a U$.$S$.$ perspective? What are the coefficient of variations and sharp ratios for each market?