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pls help Susan is an intern in the portfolio management division...

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Finance

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Susan is an intern in the portfolio management division of a buy-side firm. She is assigned to work on a project where your firm is asked to design a tailor-made optimal portfolio for a client who for undisclosed reasons can only trade three stocks: GE, IBM and Apple. The included Excel file contains monthly continuously compounded return data on the above four stocks over the period January 1989 to December 2018. For this exercise, using matrix algebra can simplify the running of solver in Excel but is not required. Question: Using the fact that all efficient portfolios can be written as a convex combination of two efficient portfolios, compute efficient portfolios as convex combinations of the global mum variance portfolio and the efficient portfolio computed in part c. That is, compute z = ax + (1 - am for values of a between - 1 and 2 (make a grid for a = -1,-0.9,...,0,0.1,...,1.9,2). Compute and report the expected return, and standard deviation of these portfolios in a table

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