The following table, contains annual returns for the stocks of ABC Corp. (ABC) and XYZ Corp. (XYZ). The returns are calculated using end-of-year prices (adjusted for dividends and stock splits). Use the information for ABC Corp. (ABC) and XYZ Corp. (XYZ) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of ABC and XYZ 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 ABC and XYZ are 14.92% and 12.44% 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 ABC Corp. and XYZ Corp. and their correlation coefficient are 25.50%, 23.12%, and 0.84797 respectively. (Hint: Review Table 5.2.) Enter the average return anpt standard deviation for a portfolio with 100% ABC Corp. and0% XYZ Corp. In the table below. (Round to two decinal places.) Data Table Portfolio Weights Portfolio Average Return Portfolio Standard Deviation WABC wxyz XYZ = 12.44% ABC Retums XYZ Returns 1.0 0.5 2005 - 5.1% 16.2% 2006 1.5% -8.6% 2007 -32.1% ROOS - 26.1% 2008 - 11.2% -4.7% 2009 30.3% 10.7% 2010 24.6% 8.1% 2011 23.4% 5.1% SEO 2012 50.3% 43.8% STOS 2013 36.4% 41.2% 38.7% ABC = 14.92% Year % 2014 22 31.1% To