Portfolio Analysis - Finance mba work

The work is on portfolio/security analysis... The following are the requirements: The way to do the calculations are as follows: (given by the client's prof) 1- add culm Return = ( close - open )/open. 2- average =Average( select return cul ) Average can't be by - you have to change the stock 3- Std = StdEV.s ( select return cul) 4- veriance = Var.s( select return Cul) 5- correlation ( don't need for tasi) RS1 & S2 =CORREL( HPR s1, HPR s2) 6- covariance ( covariance by - is better) = coveriance.S( Tasi ( Market), S1) 7-beta = Cov Mkt 1 &s1 / veriance mKT ( Tasi) 1- risk free find it from tasi 2- R^ s1 = risk free + beta *( average( Tasi ) -risk free) Tell us require of return for 3 stocks 3- expected - require = average - require ( Surplus ) Require is R ^ answer 4- % = exp- require * 100 Just take the answer by percentage 7-expected portfoilo = ( average * wight1 )+ ( average * wight2 ) + ( average + wight 3) 8- beta portiofolio = ( beta 1 * wight ) + ( beta 2 * wight ) + ( beta 3 *wight ) 9-R^ portfolio = Rf+beta portfolio * ( average tasi - Rf) Make sure 10- Variance portfolio: Var= w1^2 * stand^2 + w2^2 * Stand^2 + W3^2 *stand^2 + 2 * w1*w2 * cov 1&2 + 2 w1 * w3 * cov 1&3 + 2 w2* W3 * cov 2&3 11- Std portfolio =sq( var portfoilo) 12- exp. req. = expected portfolio- require of portfolio 13- %. = answer *100 Make sure for weight I put it : Change wight to get better answer in sharp ration Make sure the total of wight = 1