Work on Excel please.

If you invest $2,000 in Fund A and $8,000 in Fund B, Calculate the following:

Portfolios Expected Return

Portfolios Standard Deviation

State of economy	Probability	Estimated Return (Fund A)	Estimated Return (Fund B)
Great	30%	10%	25%
Average	30%	15%	11%
Poor	40%	20%	15%

Bonus (1)

Construct the complete covariance and correlation matrixes for A & B

Bonus (2)

Find the minimum variance portfolio using solver and report its variance, Standard Deviation and Expected Return.