Given the dividend-adjusted price data for stock 1 and stock 2, calculate in Excel and consequently provide the following results on this sheet. Use discrete returns. Provide your answer with the appropriate unit(s) of either % or %2 and be sure to provide enough precision. Requested Parameter Result Stock 1 (monthly) mean return Stock 2 (monthly) mean return Stock 1 (monthly) standard deviation Stock 2 (monthly) standard deviation Covariance (monthly) between stocks 1 and 2 Correlation between stocks 1 and 2 (no units) Portfolio (monthly) mean return (equally weighted) Portfolio (monthly) standard deviation (equally weighted) Annual mean return (equally weighted) Annual standard deviation (equally weighted) Lastly, given the data you calculated above, confirm (with the appropriate equation) the monthly standard deviation of the equally weighted 2-stock portfolio. Write the equation (below) then solve, show your work to receive credit