$1.$Choose any two stocks listed in the market.

$2.$Calculate the correlation between them. $($historical six month data from Feb $15$th$-$August $15$th$)$

$3.$ Calculate the individual return and the standard deviation of these two stocks for the period from August $17$th $-$September $21$st$.$

$4.$ Calculate the return, variance and Standard deviation of the portfolio of two stocks

$5.$ Create a Markowitz graph using them

$6.$ Identify the optimum weightage of investments between the two stocks to $($a$)$ maximize return and $($b$)$ minimize risk