1. In Yahoo Finance, find the monthly price data (Historical Price, HP) for stocks of Kellogg and IBM from January 2015 to December 2020. Compute the monthly returns, mean return, sample variance, sample standard deviation, sample covariance, and correlation statistics. Graph a monthly mean return and standard deviation frontier of the portfolios composed of these two stocks. A B C D E F G H 1 K 2 Date Adj Close Monthly Return Mean Return Sample Variance Sample Standard Deviation Sample Covariance Correlation Statistics 3 12/1/20 60.509277 4 11/1/20 61.584831 5 10/1/20 60.60194 6 9/1/20 62.240086 7 8/1/20 67.778023 8 7/1/20 65.94281 9 6/1/20 63.142227 10 5/1/20 61.881447 11 4/1/20 62.061474 12 3/1/20 56.304939 13 2/1/20 56.755455 14 1/1/20 64.020004 15 12/1/19 64.911644 16 11/1/19 60.588829 17 10/1/19 59.109451 18 9/1/19 59.872395 19 8/1/19 57.901264 20 7/1/19 53.678528 21 6/1/19 49.391251 22 5/1/19 47.939064 23 4/1/19 54.998585 24 3/1/19 51.819679 25 2/1/19 50.808212 B 1/1/19 53.291725 12/1/18 51.485531 11/1/18 56.973167 26 27 28 29 30 31 32 10/1/18 58.611206 62.67495 63.757759 63.082783 33 62.052567 56.717606 51.881767 56.801582 9/1/18 8/1/18 7/1/18 6/1/18 5/1/18 4/1/18 3/1/18 2/1/18 1/1/18 12/1/17 11/1/17 10/1/17 9/1/17 8/1/17 7/1/17 57.841328 59.510159 59.396591 57.339081 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 54.193062 54.054386 56.270329 58.453754 6/1/17 59.708797 5/1/17 61.107643 4/1/17 60.595573 3/1/17 61.96965 2/1/17 62.778736 50 1/1/17 61.626057 A B 12/1/16 62.473618 51 52 11/1/16 60.594826 10/1/16 63.229019 53 54 9/1/16 65.198357 68.754616 8/1/16 7/1/16 69.172798 55 56 57 58 59 6/1/16 68.286285 5/1/16 61.784969 60 4/1/16 3/1/16 2/1/16 1/1/16 12/1/15 63.812061 63.596062 61.08374 60.605118 61 62 63 59.639584 64 56.341095 11/1/15 10/1/15 9/1/15 57.774807 54.522335 53.898048 8/1/15 7/1/15 53.808601 65 66 67 68 69 70 71 72 6/1/15 50.986851 50.648262 5/1/15 4/1/15 51.100124 3/1/15 52.81152 2/1/15 51.63438 73 74 1/1/15 52.51524 J L M N 0 1 2 3 4 5 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 IBM Date Adj Close Monthly Return Mean Return Sample Variance Sample Standard Deviation Sample Covariance Correlation Statistics 12/1/20 121.449242 11/1/20 117.468948 10/1/20 106.189964 9/1/20 115.709587 8/1/20 115.753624 7/1/20 115.406311 6/1/20 113.36927 5/1/20 115.694595 4/1/20 116.305939 3/1/20 102.754219 2/1/20 119.311775 1/1/20 131.760895 12/1/19 122.877831 11/1/19 121.814941 10/1/19 121.162605 9/1/19 131.753998 8/1/19 121.363464 7/1/19 132.744949 6/1/19 123.485733 5/1/19 112.381203 4/1/19 124.133484 3/1/19 2/1/19 124.868004 120.831825 | J 1/1/19 117.586418 12/1/18 11/1/18 10/1/18 9/1/18 8/1/18 26 27 28 29 30 31 32 33 34 35 36 37 99.434967 107.340416 99.704704 130.610321 125.172348 123.847839 119.378624 119.428642 122.513458 7/1/18 6/1/18 5/1/18 4/1/18 3/1/18 129.671921 130.416229 2/1/18 38 39 1/1/18 12/1/17 137.002747 128.399277 40 11/1/17 127.584305 41 10/1/17 127.658882 42 9/1/17 120.217812 117.279968 43 44 45 8/1/17 7/1/17 6/1/17 5/1/17 4/1/17 46 47 48 49 50 118.624733 126.135628 123.940926 130.161072 141.407761 144.874619 140.604599 3/1/17 2/1/17 1/1/17 51 12/1/16 133.732269 129.519913 52 11/1/16 53 10/1/16 54 9/1/16 122.709351 126.829239 125.766991 55 8/1/16 56 7/1/16 57 6/1/16 58 5/1/16 127.144348 120.146721 120.535011 114.41967 118.739639 59 4/1/16 60 3/1/16 MINISTER 61 2/1/16 101.691254 96.848412 106.805664 62 1/1/16 63 12/1/15 64 11/1/15 65 10/1/15 66 9/1/15 107.197105 107.704552 111.464394 8/1/15 112.773315 7/1/15 67 68 69 70 6/1/15 5/1/15 123.525276 124.036156 128.394684 71 4/1/15 129.635925 72 3/1/15 121.46981 73 2/1/15 121.705902 74 1/1/15 115.220001 1. In Yahoo Finance, find the monthly price data (Historical Price, HP) for stocks of Kellogg and IBM from January 2015 to December 2020. Compute the monthly returns, mean return, sample variance, sample standard deviation, sample covariance, and correlation statistics. Graph a monthly mean return and standard deviation frontier of the portfolios composed of these two stocks. A B C D E F G H 1 K 2 Date Adj Close Monthly Return Mean Return Sample Variance Sample Standard Deviation Sample Covariance Correlation Statistics 3 12/1/20 60.509277 4 11/1/20 61.584831 5 10/1/20 60.60194 6 9/1/20 62.240086 7 8/1/20 67.778023 8 7/1/20 65.94281 9 6/1/20 63.142227 10 5/1/20 61.881447 11 4/1/20 62.061474 12 3/1/20 56.304939 13 2/1/20 56.755455 14 1/1/20 64.020004 15 12/1/19 64.911644 16 11/1/19 60.588829 17 10/1/19 59.109451 18 9/1/19 59.872395 19 8/1/19 57.901264 20 7/1/19 53.678528 21 6/1/19 49.391251 22 5/1/19 47.939064 23 4/1/19 54.998585 24 3/1/19 51.819679 25 2/1/19 50.808212 B 1/1/19 53.291725 12/1/18 51.485531 11/1/18 56.973167 26 27 28 29 30 31 32 10/1/18 58.611206 62.67495 63.757759 63.082783 33 62.052567 56.717606 51.881767 56.801582 9/1/18 8/1/18 7/1/18 6/1/18 5/1/18 4/1/18 3/1/18 2/1/18 1/1/18 12/1/17 11/1/17 10/1/17 9/1/17 8/1/17 7/1/17 57.841328 59.510159 59.396591 57.339081 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 54.193062 54.054386 56.270329 58.453754 6/1/17 59.708797 5/1/17 61.107643 4/1/17 60.595573 3/1/17 61.96965 2/1/17 62.778736 50 1/1/17 61.626057 A B 12/1/16 62.473618 51 52 11/1/16 60.594826 10/1/16 63.229019 53 54 9/1/16 65.198357 68.754616 8/1/16 7/1/16 69.172798 55 56 57 58 59 6/1/16 68.286285 5/1/16 61.784969 60 4/1/16 3/1/16 2/1/16 1/1/16 12/1/15 63.812061 63.596062 61.08374 60.605118 61 62 63 59.639584 64 56.341095 11/1/15 10/1/15 9/1/15 57.774807 54.522335 53.898048 8/1/15 7/1/15 53.808601 65 66 67 68 69 70 71 72 6/1/15 50.986851 50.648262 5/1/15 4/1/15 51.100124 3/1/15 52.81152 2/1/15 51.63438 73 74 1/1/15 52.51524 J L M N 0 1 2 3 4 5 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 IBM Date Adj Close Monthly Return Mean Return Sample Variance Sample Standard Deviation Sample Covariance Correlation Statistics 12/1/20 121.449242 11/1/20 117.468948 10/1/20 106.189964 9/1/20 115.709587 8/1/20 115.753624 7/1/20 115.406311 6/1/20 113.36927 5/1/20 115.694595 4/1/20 116.305939 3/1/20 102.754219 2/1/20 119.311775 1/1/20 131.760895 12/1/19 122.877831 11/1/19 121.814941 10/1/19 121.162605 9/1/19 131.753998 8/1/19 121.363464 7/1/19 132.744949 6/1/19 123.485733 5/1/19 112.381203 4/1/19 124.133484 3/1/19 2/1/19 124.868004 120.831825 | J 1/1/19 117.586418 12/1/18 11/1/18 10/1/18 9/1/18 8/1/18 26 27 28 29 30 31 32 33 34 35 36 37 99.434967 107.340416 99.704704 130.610321 125.172348 123.847839 119.378624 119.428642 122.513458 7/1/18 6/1/18 5/1/18 4/1/18 3/1/18 129.671921 130.416229 2/1/18 38 39 1/1/18 12/1/17 137.002747 128.399277 40 11/1/17 127.584305 41 10/1/17 127.658882 42 9/1/17 120.217812 117.279968 43 44 45 8/1/17 7/1/17 6/1/17 5/1/17 4/1/17 46 47 48 49 50 118.624733 126.135628 123.940926 130.161072 141.407761 144.874619 140.604599 3/1/17 2/1/17 1/1/17 51 12/1/16 133.732269 129.519913 52 11/1/16 53 10/1/16 54 9/1/16 122.709351 126.829239 125.766991 55 8/1/16 56 7/1/16 57 6/1/16 58 5/1/16 127.144348 120.146721 120.535011 114.41967 118.739639 59 4/1/16 60 3/1/16 MINISTER 61 2/1/16 101.691254 96.848412 106.805664 62 1/1/16 63 12/1/15 64 11/1/15 65 10/1/15 66 9/1/15 107.197105 107.704552 111.464394 8/1/15 112.773315 7/1/15 67 68 69 70 6/1/15 5/1/15 123.525276 124.036156 128.394684 71 4/1/15 129.635925 72 3/1/15 121.46981 73 2/1/15 121.705902 74 1/1/15 115.220001