YOU CAN SUBMIT AN EXCEL FILE FOR THIS ASSIGNMENT Calculate the monthly returns of the stocks of the following companies from January 2014 to May 2020. Yahoo Finance provides monthly returns! Use the prices given under \"adjusted close\" to avoid dividend and split issues. IBM Tesla 1. (50 points) What is the monthly expected return and the standard deviation of a portfolio that is composed of (x% IBM and y% Tesla), where {x,y | x%+y%=100%, x,y in {0,100}}* *i.e. do not have negative weights, only positive weights. Have at least 100 expected value and standard deviation combinations calculated and plot the \"opportunity set\". 2. (30 points) What is the composition (the weights of the assets) of a portfolio that is formed by investing in IBM and Tesla stocks and that has the lowest standard deviation? (That is, what is the weight of each stock in the lowest standard deviation portfolio...among all possible combinations, not only among the ones you calculated in question 1). You are expected to solve this question analytically. 3. (20 points) You have $10,000. What is the expected value and the standard deviation of a portfolio that is formed by investing $5K at the risk free rate and $5K on the portfolio you found in question 2 (assume that monthly risk free rate is 0.0025%) ? Does there exist another portfolio consisting of these assets AND that has a higher expected return and lower risk, measured by standard deviation? If there is, describe that portfolio with one sentence, do not calculate it. \f