In this question, you are working with the case of TWO Risky assets. The two risky assets are: FICDS (Canadian Stock market Index) and SP500(S&P 500 Stock Market Index:

Q1. Portfolios with Two Risky Assets. In this question you are working with the case of TWO Risky assets. The two risky assets are: FICDS (Canadian Stock market Index) and SP500(S&P 500 Stock Market Index. FICDX SP500 0.007780193 Monthly Return: 0.00860 Q1.A (2 points] In the column C, in the cells below (YELLOW Cells), program the formula for the weights in SP500. Note: If you program the cell for portfolio 1 (in column C) correctly, then you will be able to simply copy the formula down, for all other rows (portfolios). Q1.B. [2 points] In the column D, in the cells below (ORANGE Cells), program the formula for Portfolio Return. Note: For each row (each portfolio 1, 2, ...), the formula refers to the portfolio weights for that row, and Expected Returns for the two assets. Note: If you program the formula correctly, then you will be able to simply copy the formula down, for all other rows (portfolios). Note: Use ABSOCULTE CELL references (with $ signs) to refer to cells with Monthly Expected Returns for the TWO ASSETS (FICDX and SP500) Portfolio Portfolio Variance Portfolio St. Dev. Portfolio Return 0 Weight in FICDX Weight in SP500 Portfolio Return 1 -0.1 2 -0.05 0 0 w N 3 O O 4 0.05 0.1 5 0 6 0.15 0