Please include downloadable excel spreadsheet. This exercise is based on monthly returns. Monthly price data can be obtained for securities at a number of online sources. A good source is finance.yahoo.com. (Look for the "Historical Prices" tab once you enter the ticker symbol of the firm you choose.) Choose two different stocks and download 10 years worth of monthly price data, from January 2008 through December 2017 for each one. Make sure that the two stocks you choose have complete data for the entire period. Calculate the annualized standard deviation of the monthly returns and the correlation coefficient of the monthly returns on the two stocks (see below for details on how to compute an annualized standard deviation). Use a spreadsheet to calculate the efficient frontier composed of these two stocks. Show the numerical values for the efficient frontier, and also graph the frontier in Excel. What are the weights of the stocks in the minimum-variance portfolio? Note: you can use the following formulas: Annualized Mean Return =12* Monthly Mean Return Annualized Standard Deviation = Standard Deviation of Monthly Return *SQRT(12)