Instructions : Find data and complete the project with correct answers. DONOT JUST SHOW HOW TO SOLVE.

Consider a portfolio with four stocks Google$($GOOG$),3$M$($MMM$),$ Microsoft $($MSFT$),$

and IBM$($IBM$).$

We are interested in monthly returns $($log return between $22$ business days$)$ of the

portfolio elements from $01/01/2010$ to $06/30/2020.$

Find efficient frontier

Suppose that risk free rate of return $rf=0\mathrm{.}002(=0\mathrm{.}2\%=20bp)$ per month

business days$).$

Find the portfolio weight vector for the tangency portfolio and calculate the Sharpe

Ratio of the tangency portfolio. Find data and complete the project with correct answers. DONOT JUST SHOW HOW TO SOLVE.