Please influde Excel formulas

Consider the performance of a stock fund, a bond fund, and Treasury bills. Measurement Mean Standard Deviation Correlation (Stock and Bond Fund) Stock Fund 13.00% 20.00% -0.05 Bond Fund 3.00% 6.50% Treasury Bills 1.50% 0.00% Optimal Risky Portfolio Stock Fund Bond Fund Excess Returns 11.50% 1.50% Optimal Weight 42.35% 57.65% Required: Using the information above, calculate the mean, variance, standard deviation, and Sharpe ratio for the optimal portfolio. (Use cells A5 to D11 from the given information to complete this question.) (Use cells A5 to D11 from the given information to complete this question.) Optimal Risky Portfolio Performance Mean Variance Standard Deviation Sharpe Ratio Students: The scratchpad area is for you to do any additional work you need to solve this question or can be used to show your work. Nothing in this area will be graded, but it will be submitted with your assignment