The following table, e, contains annual returns for the stocks of ABC Corp. (ABC) and Company B (B). The returns are calculated using end-of-year prices (adjusted for dividends and stock splits). Use the information for ABC Corp. (ABC) and Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of ABC 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 ABC and B are 15.38% and 12.83% 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 Company B and their correlation coefficient are 26.04%, 23.44%, and 0.85580 respectively. (Hint: Review Table 5.2.) Enter the average return and standard deviation for a portfolio with 100% ABC Corp. and 0% Company B in the table below. (Round to two Portfolio Standard Deviation Portfolio Weights WABC WB Portfolio Average Return = 15.38% B = = 12.83% Data Table 1.0 0.0 % % (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Year 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 ABC Returns - 4.6% 1.1% - 32.4% - 11.2% 29.6% 25.5% 23.6% 51.9% 38.4% 31.9% B Returns 16.8% -6.9% - 27.9% -4.1% 10.5% 9.1% 5.5% 43.9% 40.1% 41.3%