Question: 3. (30 Points) Please use the real-world data available on MS Excel file attached to answer this question. a. (9 Points) Please calculate the portfolio
3. (30 Points) Please use the real-world data available on MS Excel file attached to answer this question. a. (9 Points) Please calculate the portfolio risk and return for the given weight structures below. b. (4 Points) Please calculate the minimum variance portfolio weights, portfolio risk, and return. c. (6 Points) Please plot the mean-variance frontier of your two-stock portfolio including the minimum variance portfolio. d. (6 Points) Let us assume that monthly risk-free rate is 0.10%. Using that information, please calculate the Sharpe ratios of the relevant two-stock portfolios from part a and part b. e. (5 Points) Please calculate the weights, risk, and return of the risky asset portfolio allowing you to reach the maximum Sharpe ratio. 3. (30 Points) Please use the real-world data available on MS Excel file attached to answer this question. a. (9 Points) Please calculate the portfolio risk and return for the given weight structures below. b. (4 Points) Please calculate the minimum variance portfolio weights, portfolio risk, and return. c. (6 Points) Please plot the mean-variance frontier of your two-stock portfolio including the minimum variance portfolio. d. (6 Points) Let us assume that monthly risk-free rate is 0.10%. Using that information, please calculate the Sharpe ratios of the relevant two-stock portfolios from part a and part b. e. (5 Points) Please calculate the weights, risk, and return of the risky asset portfolio allowing you to reach the maximum Sharpe ratio
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