Please submit an Excel document

(a) Calculate of the arithmetic average return (function =AVERAGE) and the volatility of the return (function =STDEV) for the 2 stocks, and the correlation between them (function =CORREL). (b) Using the numbers above as estimates of the expected return, standard deviation, and correlation, plot the investment opportunity set using the two stocks for weights in Coca-Cola between 0% and 150% (0 to 1.5). (c) Using Solver, find the MVP portfolio. Calculate the expected return, standard deviation and the weights in the stock of this portfolio.

KO WMT 1980 3.49% 75.82% 1981 11.15% 41.46% 1982 59.77% 136.12% 1983 8.26% 57.00% 1984 22.13% -2.36% 1985 41.07% 69.21% 1986 37.87% 46.43% 1987 3.62% 12.26% 1988 22.82% 21.32% 1989 76.97% 43.84% 1990 22.72% 35.49% 1991 75.36% 95.34% 1992 5.82% 9.10% 1993 8.28% -21.51% 1994 17.43% -14.41% 1995 46.12% 5.54% 1996 43.24% 3.13% 1997 27.88% 74.74% 1998 1.32% 107.57% 1999 -12.11% 70.42% 2000 5.91% -22.80% 2001 -21.41% 8.92% 2002 -5.53% -11.74% 2003 18.10% 5.73% 2004 -16.09% 0.51% 2005 -0.61% -10.27% 2006 23.10% 0.10% 2007 30.40% 4.89% 2008 -24.08% 19.95% 2009 30.08% -2.62% 2010 19.04% 3.25% KO WMT 1980 3.49% 75.82% 1981 11.15% 41.46% 1982 59.77% 136.12% 1983 8.26% 57.00% 1984 22.13% -2.36% 1985 41.07% 69.21% 1986 37.87% 46.43% 1987 3.62% 12.26% 1988 22.82% 21.32% 1989 76.97% 43.84% 1990 22.72% 35.49% 1991 75.36% 95.34% 1992 5.82% 9.10% 1993 8.28% -21.51% 1994 17.43% -14.41% 1995 46.12% 5.54% 1996 43.24% 3.13% 1997 27.88% 74.74% 1998 1.32% 107.57% 1999 -12.11% 70.42% 2000 5.91% -22.80% 2001 -21.41% 8.92% 2002 -5.53% -11.74% 2003 18.10% 5.73% 2004 -16.09% 0.51% 2005 -0.61% -10.27% 2006 23.10% 0.10% 2007 30.40% 4.89% 2008 -24.08% 19.95% 2009 30.08% -2.62% 2010 19.04% 3.25%