How do you do these problems IN EXCEL given the sample data below?

1. Next you are going to consider a portfolio consisting of a fraction w1 in stock 1 and w2 = 1-w1 in stock2

Use the results above to calculate the average return and standard deviation of the portfolio when varying w1 between 0 and 4. What is the minimum variance portfolio?

Consider a risk-free rate of 1% and assume that you can invest/borrow at the same rate.

2. Draw the efficient frontier when you can invest/borrow in the risk-free rate in addition to the two stocks above.

Year Month Stock 1 Stock 2 192607 3.7782 -0.4119 192608 -2.2074 -8.7275 192609 -6.2113 -0.2989 192610 -8.6241 -3.7532 192611 3.4744 6.6476 192612 13.9458 -1.9772 192701 0.4474 -8.2999 192702 2.4884 -0.3049 192703 6.3998 -1.7464 192704 5.8363 7.8111 192705 9.0109 9.0399 192706 -3.6452 12.1487 192707 24.4089 11.6607 Year Month Stock 1 Stock 2 192607 3.7782 -0.4119 192608 -2.2074 -8.7275 192609 -6.2113 -0.2989 192610 -8.6241 -3.7532 192611 3.4744 6.6476 192612 13.9458 -1.9772 192701 0.4474 -8.2999 192702 2.4884 -0.3049 192703 6.3998 -1.7464 192704 5.8363 7.8111 192705 9.0109 9.0399 192706 -3.6452 12.1487 192707 24.4089 11.6607