$1.$Usethe followingRcodetoobtainthemonthlyreturns forStarbucks $($SBUX$)$ andTesla$($TSLA$)$stocksovertheperiod$2022-01-02$to$2024-01-19.$ library$($quantmod$)$# Loadthe package getSymbols$("$SBUX$",$from$="2022-01-02",$ to$="2024-01-19")$ X$<-$monthlyReturn$($SBUX$)$ getSymbols$("$TSLA$",$from$="2022-01-02",$ to$="2024-01-19")$ Y$<-$monthlyReturn$($TSLA$)($a$)$Compute the samplemeanandvarianceofX$($Starbucks$)$ andY $($Tesla$)$ returns. $($b$)$Letwand$1$wbeweightsonXandY$.$ThequantityV$($wX$+(1$w$)$Y$)$is estimatedbys$2$ P$$w$2$s$2$ X$+(1$w$)2$s$2$ Y$+2$w$(1$w$)$sXY$,$wheres$2$ Xands$2$ Y are thesamplevariancesofXandY,andsXY isthesamplecovariance. Find wthatminimizess$2$ P$.($c$)$Consider aportfolioofXandY withweightswand$1$wrespectively$,$ wherewis foundinPart $($b$).$ Computethesamplemeanandvarianceof thisportfolio. Isthevarianceof theportfoliosmallerthanthevariancesof thereturnsfoundinPart$($a$)?$