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6. Risk parity. Download the historical data from Aug 25, 2020 to Sept 24, 2020 of Microsoft, Google, Amazon and Tesla from Yahoo finance

6. Risk parity. Download the historical data from Aug 25, 2020 to Sept 24, 2020 of Microsoft, Google, Amazon and Tesla from Yahoo finance (e.g. https://finance. yahoo.com/quote/AMZN/history?p=AMZN for Amazon). (a) Give an estimated covariance matrix of the returns of these four stocks using the adjusted daily close price. (b) Code the risk parity strategy to construct a portfolio of these four stocks.

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