(In R please!)

5. Compute a variable called portfolios containing the portfolio returns for the scaled equal-weight portfolio, the scaled risk-parity portfolio, and the two versions of the optimal mean-variance portfolio. Report the table from table.AnnualizedReturns.

6. Report the portfolio weight for the four portfolios, rounded to two decimal points, and discuss the differences among the portfolios. Plot the cumulative returns and comment on the difference in performance. Hint 1: if portfolio weights are saved in the variable weights, then you can round to the second decimal point using round(weights, digits = 2). Hint 2: you can use plot(exp(cumsum(portfolios))) to plot the cumulative returns (in levels instead of logs).