Question: Consider the stock return data given below. Stock Month 1 Month 2 Month 3 Month 4 Month 5 A 12.07 10.12 14.54 46.58 19.34 B

Consider the stock return data given below. Stock Month 1 Month 2 Month 3 Month 4 Month 5 A 12.07 10.12 14.54 46.58 19.34 B 15.95 4.16 6.31 2.74 6.54 C 30.52 16.51 34.25 45.62 27.21 D 32.42 21.36 13.84 8.12 6.84 a. Construct the Markowitz model that maximizes expected return subject to a maximum variance of 35. b. Solve the model developed in part a. Round all your answers to three decimal places.

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