Question 1 You are provided with five possible portfolios to select. The portfolios are made up of a combination of three assets: Share A, Share B, and REIT A. The weightings of each asset per portfolio are shown in Table 1. Portfolio 1 Use the asset weightings provided in Table 1 and the portfolio risk and return calculator above to calculate the following: > Portfolio return (rounded to the nearest two decimal places) > Portfolio standard deviation (roundey to the nearest two decimal places) > Standard deviation of portfolio's excess return (rounded to two decimal places) For example, include the asset weights provided in Table 1 for Portfolio 1 in the grey blocks in the portfolio risk and return calculator. The portfolio return, portfolio standard deviation, and standard deviation of portfolio's excess return for Portfolio 1 will be calculated automatically in the blue ble Enter the answers that appear in the blue blocks for Portfolio 1 in the grey blocks in the table below. Repeat for each of the other portfolios. Portfolio return Portfolio standard deviation Standard deviation of portfolio's excess return 2 Using your calculations in Question 1.1, calculate the Sharpe ratio for each portfolio, assuming a risk-free rate of 2.6%. Portfolio return Risk-free rate Standard deviation of portfolio's excess return