In excel please. Thank you!

You can invest in two shares, X and Y. You expect a return of 16% on X and 10% on Y. The standard deviation of returns is 20% on X and 9% on Y. The correlation between the returns (p) is .2. a) compute the expected return and standard deviation of the following portfolios: Portfolio % in X % in Y 0 2 .25 3 .5 .5 4 .25 .75 5 0 .75 b) sketch the set of portfolios composed of X and Y c) If you can borrow or lend at 3%, sketch the line from the risk-free rate tangent to the above curve. You can invest in two shares, X and Y. You expect a return of 16% on X and 10% on Y. The standard deviation of returns is 20% on X and 9% on Y. The correlation between the returns (p) is .2. a) compute the expected return and standard deviation of the following portfolios: Portfolio % in X % in Y 0 2 .25 3 .5 .5 4 .25 .75 5 0 .75 b) sketch the set of portfolios composed of X and Y c) If you can borrow or lend at 3%, sketch the line from the risk-free rate tangent to the above curve