Optimize the following portfolio of 3 stocks Observe the ratio of average return to volatility (standard deviation) for different portfolio weights. Plot the results with average return on the y-axis and volatility on the x-axis. Here are some possible steps. Simulate Weights Here are some options: Manually create a list of weight combinations Use the RAND() function to create random values and divide them by their total. Calculate a covariance matrix for the returns. Study the linear algebra calculation for portfolio variance. Be sure to take the square root of the result in order to get volatility. Tips State the returns in percent. Use heat maps to find optimal ratios; or, use VLOOKUP to find the optimal ratio. price1 price2 price3 02-12-2022 160 194.9 175.5512466 01-12-2021 170 215 170.9980552 01-12-2020 142.5 195 168.838386 02-12-2019 143.9 177.3 170.7751111 02-12-2018 134.7 180 164.5792891 01-12-2017 125.3 168.5 161.4513329 01-12-2016 113.7 227.9 159.9714346 02-12-2015 110.5 194.7 157.6397507 02-12-2014 104 223 159.6334131 01-12-2013 100 176.3 156.4849686 01-12-2012 103.4 155 164.2296838 02-12-2011 108.1 166.1 169.3172493 02-12-2010 110 155.3 164.9032834