Returns of Stocks X and Y

X

Y

Average Return

19.00%

13.00%

Variance

0.09

0.04

Standard Deviation

30%

20%

Covarience

0.01

Risk-free return

3.00%

1) What is the return and standard deviation of the minimum variance portfolio for X and Y?

Ret =

StDev =

2) What are the weights of the minimum variance portfolio?

Wx =

Wy =

3) What is the return and standard deviation of a portfolio composed of 30% in the minimum variance portfolio and 70% in the risk free asset?

Ret =

Stvev =

4) What are the weights of a portfolio composed of the minimum variance portfolio and the risk-free asset that has a return of 9%??

WMinVar =

WRiskFree =

5b) What are the weights of a portfolio composed of the minimum variance portfolio and the risk-free asset that has a standard deviation of 5%

WMinVar =

WRiskFree =

6a) What is the Sharpe ratio of the minimum variance portfolio?

Shapre =

6b) What is the Sharpe ratio of the tanget portfolio?

Sharpe =

give the formula that I can use in excel. Thankyou