Please show work using excel with equations

A K. L. 2 #4 A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, 3 respectively, and the correlation between IBM and MSFT is 0.5. What is the standard deviation of the portfolio (using the equation on LC9 Slide 4 #17)? 5 #5 Standard Expected Correlation with Correlation with Correlation with 6. Stock Duke Energy Microsoft Wal-Mart Return Deviation 8 Duke Energy 9 Microsoft 14% 6% -1 44% 24% -1 1 0.7 10 Wal-Mart 23% 14% 0.7 1 11 12 (a) Usin above table, calculate the volatility of a portfolio that is equally invested in Duke Energy and Microsoft. 13 (b) Usin above table, calculate the volatility of a portfolio that is equally invested in Duke Energy and Walmart. 14 15 16 17 18 19 20 21 22 23