*please show solutions using excel formulas*

Painter Font Paragraph You work for a large investment management firm. The analysts with your firm have made the following forecasts for the retums of stock A and stock B: Probability VERY WERY WEAK 5.00% VERY WEAK 10.00% WEAK 15.00% AVERAGE 40.00% STRONG 15.00% VERY STRONG 10.00% VERY VERY STRONG. 5.00% 100.0% Stock A 60.00% 40.00% 25.00% 20.00% -15.00% -25.00% -50.00% Stock B -60.00% -50.00% -15.00% 30.00% 40.00% 60.00% 70.00% Answer the following questions: a) Calculate the expected returns, variance and the standard deviations for stock A and B. b) What is the covariance of returns for Stock A and Stock B? What is the correlation coefficient for Stock A and Stock B? c) What is the expected return and standard deviation of a portfolio where 40% of the portfolio is in stock A and 60% of the portfolio is in stock B? d) Create a table that has the expected return and standard deviation for different weights in each stock. This can be done using an excel data table. Start with 100% in A and zero in B, and increments of 10%, complete the table. The last row, will have 0% in A and 100% in B. Then chart (or graph) your results. weight in weight in Portfolio standard deviation portfolio expected retum | Link to the answer for 30% and 70%, let the weights change Link to the answer for 30% and 70%, let the weights change.. 600 9096 10% 809 709 6095 3095 404 100% Note: All calculations should be rounded to one decimal place if ou are using percentages, if you are using decimals then the answer should be founded to three decimal place 15 of 2177 words English (United States)