The two companies are expd and apple. Fill the worksheet Data-Yearly with yearly stock price data for your allocated XXXX and YXYY companies from year-end 2000 to year-end 2021. Then use this data to complete the following tasks. You can create additional worksheets for your calculation or do it on the data worksheet. a) Calculate simple returns for both stocks and format the returns to show negative returns in blue and positive returns in red. Create a hyperlink to the Data-Yearly worksheet in cell C4 of the Summary Report worksheet. b) Plot both returns series in one chart; place the chart in a separate worksheet named Yearly Return Chart. Use formatting options to improve the presentation of the chart. Create a hyperlink to the Yearly Return Chart worksheet in cell C5 of the Summary Report worksheet. c) Rescale the price data of the two stocks, so that the starting price of each stock is 100, but the yearly returns from rescaled price sequences are equal to ones from original price sequences. Plot both Rescaled price series in one chart; place the chart in a separate worksheet named Yearly Price Chart. Use formatting options to improve the presentation of the chart. Create a hyperlink to the Yearly Price Chart worksheet in cell C6 of the Summary Report worksheet. d) Calculate the overall gains (buy and hold return) from 1991 to 2020 for both stocks. Reference your estimates of the overall gains in cells C9:D9 of the Summary Report worksheet. e) Calculate the Compounded Annual Gains for both stocks. Reference your estimates of these gains in cells C10:D10 of the Summary Report worksheet. f) Count how many years the returns of XXXX are higher than those of YYYY. Reference your final estimation in cell C11 of the Summary Report worksheet. g) Create a worksheet named Market Frontier, assuming there are only these two stocks in the market and the yearly risk-free rate is 5%, draw the market frontier, find out the optimal risky portfolio, draw the capital market line in worksheet Market Frontier, and create a hyperlink to this worksheet in cell C12 (use historical estimation of mean, variance, and correlation of stock returns as expected mean, variance, and correlation of stock returns). 2) Fill the worksheet Data-Monthly with monthly adjusted close price data of XXXX and YYYY from January-2000 to December-2020. The worksheet FF_Research_Data_Factors contains monthly and annual excess returns on the market (Rm-Rf) and 1 month T-bill rates (Rf- the risk-free rate) from the 1920s to date. a) Calculate the monthly excess returns of XXXX, YYYY and copy monthly excess returns on the market (Rm-Rf) and the risk-free rates (Rf) in Data-Monthly worksheet. Create a hyperlink to this worksheet in cell C16 of the Summary Report worksheet. b) Calculate the basic statistics of monthly excess returns of XXXX and YYYY (Mean, Median, Min, Max, Variance, Standard deviation, Skewness, and Kurtosis). Reference your final estimates in cells C19:D26 of the Summary Report worksheet. LUBS5011M01 4 c) Find which month XXXX and YYYY have the highest and lowest excess returns. Reference your final estimates in cells C27:D28 of the Summary Report worksheet. d) Build frequency distributions of monthly excess returns for XXXX and YYYY. Plot these two distributions in two charts; place the charts in a separate worksheet named Frequency Distributions Charts. Use formatting options to improve the presentation of the charts. Create a hyperlink to the Frequency Distributions Chart worksheet in cell C31 of the Summary Report worksheet. e) Estimate the correlations among the monthly excess return of XXXX, YYYY and the Market (Rm) in the Data-Monthly worksheet and reference your results in cells C34:E36 of the Summary Report worksheet. f) Estimate the betas and alphas of XXXX and YYYY for the whole sample period. Reference beta, alphas and adjusted R squares in cells C39:D41 of the Summary Report worksheet.