Portfolio building in Excel

I have a project involving portfolio diversification using Excel. I have Excel data on beginning of the month adjusted closing price of stocks on five firms trading on the LSE. Use the price data to find the monthly returns for each firm’s stock and then, combine two firms to form a portfolio that will give you the best diversification opportunities. Calculate the following and demonstrate all the work. No need to include raw data! Find the expected return and the level of risk exhibited by the Global Minimum-Variance Portfolio. What proportions of your wealth are invested in each of the two stocks? Plot the investment opportunity set of the two risky assets. Use increments of 10% over the range 0-100% in the weights (or investment proportions) for w1. Draw the Capital Allocation Line (CAL) that is just tangential to the opportunity set. Label this point of tangency P. Calculate the expected return and the standard deviation at P. Calculate the Sharpe Ratio for this CAL. If your risk aversion parameter has a value of A = 3, find the composition of the complete portfolio C you would invest in. Calculate the standard deviation and the expected return of the complete portfolio.