Solve Optimal Risky Portfolio and Optimal Complete Portfolio- Green Fields. Show Formulas

1 Adjusted Closing c 64.170906 64.320641 64.912605 65.532341 68.381157 67.987015 70.381531 Monthly returns SBUX TXN 2 SBUX TXN 71.84095 75.535217 74.24128 77.824585 72.579041 76.777351 78.61219 85.085686 91.777489 92.937988 99.768166 104.76421 104.07607 99.791992 97.429031 107.49564 106.5387 107.5727 109.21771 104.25239 90.201782 97.858589 92.615295 98.672043 104.46399 104.75037 116.36407 103.01227 114.08011 124.26939 sbux -3.14% -3.38% -1.98% 9.23% -3.78% -0.54% 2.99% 3.14% 2.86% 5.91% -7.95% -7.43% 1.63% -1.65% 2.10% 5.43% -0.15% -1.08% 0.51% 1.93% -0.55% -1.56% -13.35% 7.25% 2.02% 7.08% 2.52% 14.50% -2.96% 5.81% 3.11% 6.36% 4.49% -2.09% 10.73% 12.95% txn 0.23% 0.92% 0.95% 4.35% -0.58% 3.52% 2.07% 5.14% -1.71% 4.83% -6.74% 5.78% 2.39% 8.23% 7.86% 1.26% 7.35% 5.01% -0.66% -4.12% -2.37% 10.33% -0.89% 0.97% 1.53% -4.55% -13.48% 8.49% -5.36% 6.54% 5.87% 0.27% 11.09% -11.47% 10.74% 8.93% Average Monthly Return Monthly Standard Deviation Annualized Return Annualized Standard Deviation Annualized Risk Premium Correlation Coefficient Variance-Covariance matrix SBUX TXN Risk-free rate Investor's Risk aversion Coefficient A = Optimal Risky Portfolio Weight - SBUX Weight - TXN Portfolio Expected Return Portfolio Standard Deviation Portfolio Sharpe ratio Optimal Complete Portfolio Weight - Risky Portfolio Weight - Riskfree Portfolio Portfolio Expected Return Portfolio Standard Deviation Portfolio Sharpe ratio Investor Utility 1.69% 2.02% 5.73% 5.86% 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 54.504204 52.795383 51.010067 50.001926 54.618652 52.552597 52.268635 53.830444 55.51825 57.106121 60.481525 55.670574 51.536572 52.37674 51.510277 52.593998 55.451946 55.369698 54.771942 55.05154 56.115925 55.805733 54.933308 47.600578 51.050041 52.082928 55.771816 57.174942 65.466148 63.529015 67.218437 69.309769 73.7173 77.029335 75.422897 83.513466 94.332458 SBUX 20.32% 19.86% 18.72% 0.3482 SBUX 0.0395 0.0140 1.60% 3 TXN 24.26% 20.30% 22.66% TXN 0.0140 0.0412