a You are tasked with analyzing two portfolios constructed from a smallcapitalization fund and a largecapitalization fund Return data for both assets are provided in the accompanying file annuallargecapsmallcapreturnsdtaxlsx Calculate the mean and standard deviation of returns for i Equally Weighted Portfolio A portfolio where 50 of the investment is allocated to the smallcap fund and 50 to the largecap fund ii Minimum Variance Portfolio The portfolio weights that minimize the overall portfolio variance This requires calculating the optimal allocation between the two funds to achieve the lowest possible portfolio risk b Assuming normally distributed asset returns calculate the 1 and 5 ValueatRisk VaR for both the equally weighted portfolio and the minimum variance portfolio