I recently built a mean-variance portfolio optimization model in Excel from scratch — 204 months of return data across 7 large-cap equities including Apple, Microsoft, Procter & Gamble, and Coca-Cola. Using CAPM-derived expected returns, a full 7x7 covariance matrix, and Excel Solver, I identified the optimal portfolio weights to maximize the Sharpe ratio and separately solved for the minimum variance portfolio. The result: a fully documented, professionally formatted financial model with five organized tabs covering price data, monthly returns, statistical analysis, and optimization results. This is the kind of structured, accurate analytical work I bring to every project.