Please use the formula

1 Use the data for XYZ,ABC, and LMN below to construct equally weighted portfollo returns for each date. Finding the portfolio expected return and standard deviation. 2 Calculate the equally weighted and minimum variance portfollo from this data set using Excel's matrix manipulation functionality. (This task will require you to construct a Variance/Covariance matrix) 3 Find four other portfollos on the efficient frontier in addition to the minimum variance portfolio by maximixing return such that each successive portfolio has a standard deviation one percentage point higher than the previous portfollo. 4 Graph each individual security. Graph the efficient frontier in an expected return/standard devlation space 1 Use the data for XYZ,ABC, and LMN below to construct equally weighted portfollo returns for each date. Finding the portfolio expected return and standard deviation. 2 Calculate the equally weighted and minimum variance portfollo from this data set using Excel's matrix manipulation functionality. (This task will require you to construct a Variance/Covariance matrix) 3 Find four other portfollos on the efficient frontier in addition to the minimum variance portfolio by maximixing return such that each successive portfolio has a standard deviation one percentage point higher than the previous portfollo. 4 Graph each individual security. Graph the efficient frontier in an expected return/standard devlation space