reate RTNS by reading RTNS$.$cvs file using R or R Studio. The RTNS includes monthly log stock returns of $4$ firms from January $2006$ to December $2016.$ 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$"))$

Using rtns above, find mean$-$variance efficient portfolio with target return $0\mathrm{.}5\%,$ and answer the following questions #$1$ and #$2.$