Problem C$2.$

Your investment portfolio should include all five stocks, but you do not know apriori in what proportions. Since your goal is to minimize portfolio risk for a given level of portfolio return, you can find these proportions $($optimal portfolio weights$)$ by finding optimal solution to the minimum$-$variance portfolio. Thus, use MATLAB to optimize the Markowitz mean$-$variance model and to find the optimal portfolio weights. Feel free to include any constraint$($s$)$ in the optimization procedure, and comment on these constraints when interpreting the results. Finally, plot these optimal portfolio weights on a bar plot.