hi,

I'm don't know how to find the beta as they said the correlation is 0

and how to generate the excel in question c)

You are currently only invested in the Natasha Fund (aside from risk-free securities). It has an expected return of 14% with a volatility of 20%. Currently, the risk-free rate of interest is 4.0%. Your broker suggests that you add Hannah Corporation to your portfolio. Hannah Corporation has an expected return of 20%, a volatility of 60%, and a correlation of 0 (zero) with the Natasha Fund. You follow your broker's advice and make a substantial investment in Hannah stock so that, considering only your risky investments, 60.0% is invested in Hannah stock and the rest is invested in the Natasha Fund. a. Calculate the beta of Hannah stock with the portfolio consisting of 60.0% Hannah stock and 40.0% of Natasha Fund. The beta of Hannah stock is . (Round to two decimal places.) b. Calculate the required return on Hannah stock. (Hint: Make sure to round all intermediate calculations to at least five decimal places.) The required return of Hannah stock is %. (Round to two decimal places.) c. Your finance professor suggests that you should calculate the optimal amount of Hannah stock in the portfolio assuming a risk-free rate of 2%. (Hint: use Excel's solver, define that the portfolio's Sharpe ratio shall be maximized. Consider the risk-free rate in the Sharpe ratio formula.) The optimal weight of Hannah stock in the portfolio is decimal place.) This optimal portfolio has a Sharpe ratio of places.) %. (Round to one . (Round to three decimal