Help calculate the following for each asset

Date	MTUM_A	GLD_B	UUP_C	WMT_D	BND_E	r(MTUM)_A	r(GLD)_B	r(UUP)_C	r(WMT)_D	r(BND)_E
5/1/15	$67.33	$114.10	$24.67	$65.64	$71.61
6/1/15	$66.89	$112.37	$24.25	$63.08	$70.80
7/1/15	$69.64	$104.93	$24.64	$64.02	$71.43

						MTUM_A	GLD_B	UUP_C	WMT_D	BND_E
					Avg monthly return:
					Annualized return = E[r]:
					Monthly Variance (VARP):
					Monthly Std dev (STDEVP):
					Annualized Std dev:
Variance-Covariance Matrix using Array Formulas
	r(MTUM)_A	r(GLD)_B	r(UUP)_C	r(WMT)_D	r(BND)_E
r(MTUM)_A								Count-->	0
r(GLD)_B
r(UUP)_C
r(WMT)_D
r(BND)_E
		Weights:
		MTUM_A	GLD_B	UUP_C	WMT_D	BND_E
Weights:		20.00%	20.00%	20.00%	20.00%	20.00%
MTUM_A	20.00%
GLD_B	20.00%
UUP_C	20.00%
WMT_D	20.00%
BND_E	20.00%
Sum	100.00%
		Annual Stdev	Monthly StdDev(rp)	Monthly Var(rp)
Portfolio std deviation:
Portfolio expected return:
Desired expected return:		2.00%
MTUM_A	GLD_B	UUP_C	WMT_D	BND_E	E(portfolio return)	Portfolio Std deviation
					2.00%
					4.00%
					6.00%
					8.00%
					10.00%
					12.00%
					14.00%