Use returns, standard deviation, and correlation coefficient for the full data sample (60 months). Calculate portfolio expected return & standard deviation for 11 portfolios. Start with 100% SPY and 0% AGG, and go to 0% SPY and 100% AGG in 10% increments. Graph results of (a) in an XY scatter plot and label it appropriately. This should look like an efficient frontier. Note that this is a different approach to finding the efficient frontier than we saw in class. Now include projected risk-free rate into the XY plot, and try to draw the capital market line (hint: the portfolio closest to the optimal portfolio will have the highest Sharpe ratio)