The following table, contains annual returns for the stocks of Company A (A) and Company B (B). The returns are calculated using end-of-year prices (adjusted for dividends and stock splits). Use the information for Company A (A) and Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of A and B using the following, respective, weightings: (1.0.0.0), (0.9,0.1), (0.8.0.2), (0.7.0.3), (0.6, 0.4), (0.5, 0.5). (0.4,0.6), (0.3, 0.7), (0.2, 0.8). (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for A and B are 17.97% and 13.05% respectively. Also, calculate the portfolio standard deviation over the 10-year period associated with each portfolio composition. The standard deviation over the 10-year period for Company A and Company B and their correlation coefficient are 24.37%, 20.99%, and 0.84737 respectively. (Hint: Review Table 5.2.) Enter the average return and standard deviation for a portfolio with 100% Company A and 0% Company in the table below. (Round to two decimal places.) Portfolio Weights Portfolio Average Return Portfolio Standard Deviation 17.97% 13.05% WA WB 1.0 0.0 % (Click on the icon here in order to copy its contents of the data table below into a spreadsheet.) Year 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 A Returns -4.2% 0.8% - 30.2% - 12.8% 30.2% 27.2% 23.5% 52.9% 38.6% 31.6% 27.3% 4.3% 44.4% B Returns 16.7% -6.1% - 27.8% -2.5% 11.2% 10.2% 3.8% 43.4% 42.9% 40.3% 11.8% -0.2% 25.9%