You are building a new portfolio that consists of two stocks: SSF BERHAD (SSF) and LORENZO BERHAD (LORENZO). The following table contains annual returns for the stocks of SSF and LORENZO Weightage (%) Stock SSP 65 Stock SSE 11.65 11.65 13.35 14.65 Year 2011 2012 2013 2014 2015 2013 2016 2017 2018 2019 2020 Stock LORENZO 35 Stock LORENZO 6.85 6.35 5.50 4.95 4.65 1.02 4.40 1114 3.85 3.30 2.75 2.20 14.15 15.85 17.50 18.35 18.35 20.00 (a) Use Excel to create a spreadsheet that calculates annual portfolio returns for portfolio of SSF and LORENZO. Calculate the average annual return for both stocks and the portfolio. (7 marks) (b) Use the table of annual returns for SSF and LORENZO to create an Excel spreadsheet that calculates the standard deviation of annual returns for SSF and LORENZO using the below information: Companies Allocation of Fund SSF RM130,000 LORENZO RM70,000 Total Allocation RM200,000 (8 marks) (c) Use the table of annual returns in (a) for SSF and LORENZO to create an Excel spreadsheet that calculates the correlation coefficient for SSF and LORENZO annual returns. (10 marks) (d) Use the table of annual returns in (a) for SSF and LORENZO to create an Excel spreadsheet that calculates returns for portfolios that using the following, respective, weightings: Combination Weights 1 (1.00. 0.00) 2 (0.65, 0.35) 3 (0.50, 0.50) 4 (0.30, 0.70) 5 (0.00, 1.00) (10 marks) (e) Calculate the portfolio standard deviation associated with each portfolio composition. You will need to use the standard deviations found previously for SSF and LORENZO and their correlation coefficient. (5 marks) (f) Create an Excel spreadsheet that graphs the portfolio return and standard deviation combinations found in (d) for SSF and LORENZO's