$3.$ Consider the following stock allocations and answer the following questions $(50$ points$)$

a$.$ Estimate the past $10$ years' annual return and standard deviation for the stocks in your portfolio

b$.$ Estimate the past ten years' annual return and standard deviation of an equally weighted portfolio

c$.$ Optimize the portfolio assuming a Risk$-$free rate of $\backslash (5\backslash \%\backslash ).$

d$.$ What are the weights of stocks in the optimal portfolio?

e$.$ What are the weights of the stocks in the global minimum variance portfolio?

f$.$ What are the weights in the maximum return portfolio?

g$.$ What are the weights of the stocks if you optimize the portfolio with a minimum return of $\backslash (5\backslash \%\backslash )?$

h$.$ What are the weights of the stocks if you optimize with full investment and long$-$only constraints? $\backslash$begin$\{$tabular$\}\{$l$|$l$|$l$|$l$|$l$|$l$|$l$|$l$|$l$|$l$|\}$

$\backslash$hline HUM & DG & NCLH & F & DOW & CBRE & STT & GD & AVB & VLTO $\backslash \backslash$

$\backslash$hline

$\backslash$end$\{$tabular$\}$