Redo your analysis adding a new risk-free security that has a return of 0.5% (0.005) each month. Include a weight for this security when calculating the monthly portfolio returns. That is, there will now be 13 weights, one for each of the 12 stocks and one for the risk-free security. Again, these weights must sum to 1. Allow for short sales, and use Solver to calculate the (annual) portfolio standard deviation when the annual portfolio returns are set to 0.05, 0.1, 0.2, 0.3, and 0.4. Plot the results on the same XY Scatter Plot, and in addition keep track of the portfolio weights of the optimal portfolio. What do you notice about the relative weights of the different stocks in the portfolio as you change the target return? Can you identify the tangent portfolio?

HELP HOW DO YOU SOLVE THIS?