you dont need to solve a please use excel to solve B C and A

QUESTION 12-AVERAGE RETURNS G Portfolio A Return 1.93% Portfolio B Return Month January February Index 1.07% 1.05% -0.44% -0.11% -0.12% March -0.46% -0.17% -0.14% 0.99% April May 0.55% 0.57% 0.98% 0.48% 0.46% June 2.28% 1.55% 1.58% -1.43% -1.04% -1.02% July August September 1.28% 0.96% 0.93% -0.77% -0.48% -0.45% October -0.51% -0.22% -0.20% November 0.68% 0.11% 0.08% December 0.67% 0.10% 0.14% (a) Calculate the arithmetic average monthly retum for each portfolio and for the Index. Portfolio A Portfolio B Index 0.43% 0.23% 0.24% (b) Calculate the geometric average monthly return for each portfolio and for the index. (c) Calculate the time weighted average monthly retum for each portfolio and for the index, (d) Why does the geometric average for portfolio B deviate more from the arithmetic average than for portfolio A or for the index