This is one whole question please don't answer just one part of it. Answer all the parts.

1. The table below presents the returns on stocks ABC and XYZ for a five-year period.

Year	ABC	XYZ
1	0.16	0.12
2	0.42	0.62
3	-0.02	-0.23
4	-0.26	-0.62
5	0.48	0.52

b. Calculate the weight of each stock in the minimum variance portfolio, assume the expected return equals to average return for each stock

c. Find the mix of stocks ABC and XYZ that gives a portfolio on the efficient frontier AND demonstrate why this portfolio is on the efficient frontier by showing that there exists another portfolio of stocks ABC and XYZ that has the same level of risk (portfolio standard deviation) but inferior return. Hint: manipulate the weights you get from part b.

d. Suppose the risk-free rate is 6%. Also assume the expected return equals to average return for each stock. Calculate 1) the weights for the two stocks in the optimal risky portfolio; 2) the return and risk (standard deviation) of the portfolio.

e. If a client demands a $100,000 complete portfolio with an expected return of 25%. Use information and your answer above. Find the amount of money invested in stocks ABC and XYZ, and the risk-free asset.

f. What is the risk (standard deviation) and return of the complete portfolio you find in part e?