I would really appreciate if you guys could show me how to do this on excel. Thank you!

Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA = 3.40% + + 1.15RM + es RB = -1.50% + 1.30RM + eg OM = 15%; R-squarea = 0.26; R-squares = 0.16 Assume you create portfolio P with investment proportions of 0.60 in A and 0.40 in B. a. What is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b. What is the beta of your portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places.) Portfolio beta c. What is the firm-specific variance of your portfolio? (Do not round your intermediate calculations. Round your answer to 4 decimal places.) Firm-specific d. What is the covariance between the portfolio and the market index? (Do not round your intermediate calculations. Round your answer to 3 decimal places.) Covariance