please provided how to solve question 6 in chapter 11 using excel with full follow through step by step

PART 2 Portfolio Analysis and the Capital Asset Pricing risk-free asse risk-free asset: 5. (Mean and variance portfolio of two risky assets and a ri Chapter 11 Consider the following data for stocks X and Yee RETURNS OF STOCKS X AND Y 2 19.00% 13.00% 0.04 0091 20% 3 Average return 4 Variance 5 Standard deviation 6 Covariance of return 30% 0.01 7 3.00% 8 Risk-free return a. What is the return and standard deviation of the minimum portfolio of stocks X and Y? b. What is the return and standard deviation of a portfolio compose of 30% of the minimum variance portfolio and 70% of the risk-free asset? Repeat this question with weights of 50% for the risk-free asset and the minimum variance portfolio. c. Mary Jones asks you to create a portfolio composed of the risk-fre asset and the minimum variance portfolio. Mary wants an expected return of 9%. What will the percentage of the portfolio invested in the risk-free asset and in the minimum variance portfolio? d. Kaid Benfield wants a portfolio composed of the risk-free asset and the minimum variance portfolio. Find a portfolio for Kaid that has standard deviation of returns of 5%. 6. (Sharpe ratio) What is the Sharpe ratio of the minimum variance p exercise 5? Show another portfolio composed of stocks X and Y that has a better Sharpe ratio