Following table shows information of different combination of portfolio weights in a bond and in a stock and each bonds and stocks expected returns and standard deviations. Calculate expected returns and SDs of different portfolios differentiated by correlation coefficient.

Please copy the table in an excel file and show the work in excel.

Draw a graph with vertical axis showing the SDs of portfolios and horizonal axis showing the weight in equity.

		Correlation =	-1	0.5	0.3	1
Weight in Bond	Weight in Equity	expected return from portfolio	SD of portfolio 1	SD of portfolio 2	SD of portfolio 3	SD of portfolio 4
1.00	0.00
0.90	0.10
0.80	0.20
0.70	0.30
0.60	0.40
0.50	0.50
0.40	0.60
0.30	0.70
0.20	0.80
0.10	0.90
0.00	1.00
		minimum risk =
expected return from Bond	0.10
expected return from equity	0.15
SD of Bond	15
SD of Equity	25
Var of Bond
Var of Equity

1. Following table shows information of different combination of portfolio weights in a bond and in a stock and each bond's and stock's expected returns and standard deviations. Calculate expected returns and SDs of different portfolios differentiated by correlation coefficient. Please copy the table in an excel file and show the work in excel Draw a graph with vertical axis showing the SDs of portfolios and horizonal axis showing the weight in equity Correlation- expected return from portfolio -1 0.5 0.3 SD of Weight in Bond Weight in SD of SD of SD of Equity 0.00 0.10 0.20 0.30 0.40 0.50 0.60 0.70 0.80 0.90 1.00 portfolio poio 2 portfolio 3 portfolio 4 1.00 0.90 0.80 0.70 0.60 0.50 0.40 0.30 0.20 0.10 0.00 minimum risK expected return from Bond expected return from equity SD of Bond SD of Equity Var of Bond Var of Equity 0.10 0.15 15 25