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 retums cver 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 18.11% and 12.85% respectively. Also, calculate the portfolio standard deviation over the 10 -year period associated with each portiolio composition. The standard deviation over the 10 -year period for Company A and Company B and their correlation coefficient are 23.83%,20.48%, and 0.85378 respectively. (Hint. Review Table 5.2 .) Enter the average return and standard deviation for a portfolio with 100% Company A and 0% Company B in the table below. (Round to two decimal places.) \begin{tabular}{ccc} Year & A Returns & B Returns \\ \hline 2005 & 3.1% & 17.2% \\ 2006 & 1.4% & 6.2% \\ 2007 & 30.3% & 25.9% \\ 2008 & 10.5% & 4.3% \\ 2009 & 30.2% & 11.8% \\ 2010 & 24.8% & 9.8% \\ 2011 & 23.8% & 4.3% \\ 2012 & 52.9% & 43.6% \\ 2013 & 38.1% & 41.3% \\ 2014 & 31.2% & 39.1% \\ 2015 & 28.9% & 11.4% \\ 2016 & 4.9% & 0.3% \end{tabular} 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 retums cver 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 18.11% and 12.85% respectively. Also, calculate the portfolio standard deviation over the 10 -year period associated with each portiolio composition. The standard deviation over the 10 -year period for Company A and Company B and their correlation coefficient are 23.83%,20.48%, and 0.85378 respectively. (Hint. Review Table 5.2 .) Enter the average return and standard deviation for a portfolio with 100% Company A and 0% Company B in the table below. (Round to two decimal places.) \begin{tabular}{ccc} Year & A Returns & B Returns \\ \hline 2005 & 3.1% & 17.2% \\ 2006 & 1.4% & 6.2% \\ 2007 & 30.3% & 25.9% \\ 2008 & 10.5% & 4.3% \\ 2009 & 30.2% & 11.8% \\ 2010 & 24.8% & 9.8% \\ 2011 & 23.8% & 4.3% \\ 2012 & 52.9% & 43.6% \\ 2013 & 38.1% & 41.3% \\ 2014 & 31.2% & 39.1% \\ 2015 & 28.9% & 11.4% \\ 2016 & 4.9% & 0.3% \end{tabular}