Question- Write a report

1. Calculate average return, variance, standard deviation, covariance, correlation, beta for individual stocks in each portfolio. 2. Calculate variance-covariance matrix for each portfolio. 3. By using solver, construct the optimal portfolio. 4. Again calculate portfolio expected return, standard deviation and beta. 5. Between the two optimal portfolios which one is performing better? 6. Calculate Z score for each of the companies and predict the bankruptcy situation.

I calculated the above now you have to write a report regarding these calculations Please I need the report by 5 pm

Bank Asia Trust Bank South-Tast Bank DBBL City Banks Standard Average Return Variance Deviation Beta -0.012 0.015 0.123 -0.003 0.024 0.154 0.018 0.133 -0.009 0.020 0.142 -0.005 0.021 0.146 -0.012 0.504 1.184 0.952 1.033 1.215 Bank Asia Trust llank South-East Bank DBBL City Bank Variance-Covariance Matrix Bunk Asia Trust Bank South-Last Nank 1.808846724 1.423351104 1.269487799 1.423351104 2.803524329 1.58935900 1.269487799 1.589359008 2.114586808 1.04514397 1.553747183 1.322172499 1.427979253 1.942737313 1.680543997 DBBL 1.04514397 1.553747183 1.322172459 2.399689896 1.46536474) City Bank 1.427979253 1.94273731.3 1.680543997 1.465364741 2.545288927 Conciation 0.009 0.499 0.012 ) 0.633 Weights 0.012 0.663 Bank Asia 0.498703247 Portfolio Return -0.010932199 Covariance Bank Asia & DBBL Bank Asia & Trust Bank Bank Asia & City Bank Bank Asia & South East Bank South East Bank & DBBL South East Bank & Trust Bank South East Bank & City Bank Trust Bank & DBBL 0,011 0.646 Trust Bank a Portfolio Variance 1.477387022 0.011 0.58S South-East Bank 0.229032417 Portfolio SD 1.215478104 0.013 0.654 DUBL 0.272264336 0.014 0.722 City Bank 0 0.013 0.999 1 0.012 0.591 City Bank & DBBL City Bank & Trust Bank 0.016 0.728