Create RTNS by reading RTNS

$.$

cvs file using R or R Studio. The RTNS includes monthly log stock returns of

$4$

$$firms from January

$2$

$0$

$0$

$6$

$$to December

$2$

$0$

$1$

$6$

$.$

$$Use the packages as follows:

install.packages

$($

$"$

tseries

$"$

$)$

install.packages

$($

$"$

xts

$"$

$)$

library

$($

tseries

$)$

library

$($

xts

$)$

Convert RTNS to xts object and assign the name rtns to the new object as follows:

rtns

$<$

$-$

$$as

$.$

xts

$($

RTNS

$[$

$,$

$-$

$1$

$]$

$,$

$$order$.$by

$=$

$$as

$.$

Date

$($

RTNS$Date,

$"$

$\%$

m

$/$

$\%$

d

$/$

$\%$

Y

$"$

$)$

$)$

FILE PATH for my RTNS is C:

$/$

Users

$/$

hunte

$/$

OneDrive

$/$

Documents

$/$

RTNS

$.$

cvs

$/$

RTNS

$.$

cvs

$.$

R

Using rtns above, find mean

$-$

variance efficient portfolio with target return

$0$

$.$

$5$

$\%$

$,$

$$and answer the following questions #

$1$

$$and #

$2$

$.$

What is the standard deviation of the mean

$-$

variance portfolio?

ANSWER:

$?$

What are the weights of the mean

$-$

variance efficient portfolio?

$-$

$0$

$.$

$2$

$7$

$3$

$7$

$7$

$2$

$6$

$$ANSWER:

$?$

$0$

$.$

$2$

$5$

$5$

$8$

$5$

$1$

$7$

$$ANSWER: please print answers