1. Stock Data contains monthly return data for seven (7) stocks.

1. Calculate the Expected Return and Risk (Standard Deviation) for the Global Minimum Variance Portfolio (GMVP).

Stock Data RETURNS FOR 7 STOCKS Month 1 2 3 4 5 6 6 7 8 8 9 10 11 12 13 14 15 16 17 18 Stock A Stock B Stock C Stock D Stock E Stock F -2.90% -9.51% 1.94% -16.18% -3.23% 4.31% 4.79% 10.51% 10.47% 12.03% 16.66% 7.61% 2.91% 7.93% 12.07% 8.29% -0.72% -0.56% 4.25% -7.34% -10.77% -12.40% 2.16% -5.94% 5.30% -14.27% 5.18% 3.30% 13.38% 14.35% -0.88% 3.70% -1.64% 7.31% 10.56% 6.54% 3.54% 1.78% 7.50% 16.59% -3.93% -0.90% 3.76% -15.77% 4.65% 19.34% 5.85% -1.45% 2.94% -4.16% 2.96% 6.42% -2.76% 10.47% 2.86% -4.34% -0.72% 0.00% 5.11% -6.24% -0.86% -15.88% 14.50% 6.32% 1.08% -1.44% 0.41% 35.06% 1.90% 6.76% 3.74% -13.12% -2.85% 21.97% 3.73% 12.15% 2.06% 2.76% -3.05% 11.46% -5.39% 4.74% -4.55% -6.39% 4.85% 29.49% 22.15% 25.86% 17.46% 17.24% 1.26% 14.75% -2.59% 4.11% -0.45% -2.66% 5.82% -6.92% -5.32% -12.50% -1.81% 18.13% -7.20% 0.00% -24.99% -7.52% -11.98% -5.49% -0.86% -25.57% -0.38% 2.44% -2.09% -0.53% 5.10% 21.51% 0.75% 1.19% 12.84% 3.01% Stock G 2.40% 5.20% 4.00% -0.50% 9.00% 1.90% -0.40% -2.30% 2.10% 2.40% -6.70% 1.30% 2.60% -2.50% 9.80% -0.70% -0.30% -9.00% -4.90% -0.40% 19 20