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I need help completing the attached homework questions.

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Year XYZ Returns ABC Returns Portfolio 2010 12.35% 22.28% 17.32% C. 2011 17.01% 8.75% 12.88% C. 2012 13.18% 17.78% 15.48% C. 2013 8.51% 19.66% 14.09% C. 2014 16.85% 4.03% 10.44% C. Exp. Ret. A. 13.58% A. 14.50% 14.04% D. Std. Dev. A. 3.53% A. 7.76% 5.64% D. Correlation B. -0.8311 CoVarianceS -0.23% Weights E. XYZ ABC Port. Std. Dev. 100% 0% 3.53% 90% 10% 3.27% 80% 20% 3.22% 70% 30% 3.39% 60% 40% 3.76% 50% 50% 4.26% 40% 60% 4.86% 30% 70% 5.53% 20% 80% 6.24% 10% 90% 6.99% 0% 100% 7.76% Data for Solver Standard Deviation Minimization XYZ ABC Port. Std. Dev. F.
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Sample Variance/Covariance Matrix IYT IYK IYE IYF IYH IYT IYK IYE IYF IYH Avg Return 2.00% 1.66% 1.51% 1.75% 1.67% IYT 0.18223 Std Dev 5.51% 3.33% 5.61% 5.68% 3.51% IYK Sharpe Ratio 0.3325 0.4479 0.2405 0.2789 0.4305 IYE IYF Max Return 2C. Max Sharpe IYH Best Return 2C. Best Sharpe Worst Return 2C. Worst Sharpe Risk-Free 0.165% 3C. 3B. 90% 80% 70% 60% 50% 40% 30% 20% 10% 3E. Min Var Port 1 Port 2 Port 3 Port 4 Port 5 Port 6 Port 7 Port 8 Port 9 Max Ret Mkt Port Equal Weight IYT 20.00% IYK 20.00% IYE 20.00% IYF 20.00% IYH 20.00% Sum 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 100.00% Std Dev Exp Return Sharpe Ratio F. CML Data Std Dev Exp Return
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