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Expected Avarage Return optimal investment portfolio in the risky ...

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Finance

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Expected Avarage Return optimal investment portfolio in the risky
Weight
PG 0.010848 PG x
Microsoft 0.014854 Microsoft x
BAC 0.011589 BAC x
Exxon 0.012043 Exxon x
Risk free asset .02 1.000000
Variance
E[r] x
PG 0.004478 Portfolio Variance x
Microsoft 0.012820 Std Dev x
BAC 0.005611 Sharp x
Exxon 0.002820
Covariance
Cov(PG, Microsoft) -0.000649
Cov(PG, BAC) 0.000683
Cov(PG, Exxon) 0.000433
Cov(Microsoft, BAC) 0.001681
Cov(Microsoft, Exxon) 0.000804
Cov(BAC, Exxon) 0.000757

I think this is done in excel. how to find optimal investment portfolio in the risky? Thanks

For questions (b), (c), and (d), we assume that investors invest in the risk-free asset and 4 risky assets (PG, Microsoft, BAC, and Exxon). (b) Find the optimal investment portfolio in the risky assets. What are the mean and s.d. of the returns of this portfolio

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