Formulas

Question 1

GMVP

Answer 1

MMULT(MINVERSE(Array),Transpose(ones))/MMULT(Ones,MMULT(MINVERSE(Array),TRANSPOSE(ones)))
OR
MMULT(MINVERSE(Array),Transpose(Ones))/SUM(MMULT(MINVERSE(Array),TRanspose(Ones)))

Question 2

Efficient Portfolio

Answer 2

MMULT(MINVERSE(ARRAY),TRANSPOSE(Er-c))/SUM(MMULT(MINVERSE(ARRAY),TRANSPOSE(Er-c)))

Question 3

Variance of GVMP

Answer 3

MMULT(TRANSPOSE(Weights),MMULT(Array,weights))

Question 4

Mean

Answer 4

MMULT(TRANSPOSE(Weights),Returns)

Question 5

Delta Normal VaR

Answer 5

Amount x Quantile x Scale x STD

Where Quantile =NORMSINV(Confidence) and Scale =SQRT(1/n)