A portfolio consists of two stocks: IBM (60%) and Pifzer (40\%) Based on the five-year historical price and dividend information over 2017/10-2022/9 (IBM and PFE Data.xlsx ), estimate the following parameters: - Monthly average return for IBM and PFE - Monthly Standard deviation for IBM and PFE - Covariance between IBM and PFE - Correlation between IBM and PFE - Monthly average portfolio return - Monthly portfolio variance and standard deviation Monthly (2017-2022) \begin{tabular}{|c|l|l|r|} \hline \multicolumn{1}{|c|}{ Expected r } & Stdey & \multicolumn{1}{l|}{ Weights } \\ \hline IBM & & & 60% \\ \hline PFE & & & 40% \\ \hline \end{tabular} Covariance Comelation Portfolior Portfolio variance Portfolio stdev A portfolio consists of two stocks: IBM (60%) and Pifzer (40\%) Based on the five-year historical price and dividend information over 2017/10-2022/9 (IBM and PFE Data.xlsx ), estimate the following parameters: - Monthly average return for IBM and PFE - Monthly Standard deviation for IBM and PFE - Covariance between IBM and PFE - Correlation between IBM and PFE - Monthly average portfolio return - Monthly portfolio variance and standard deviation Monthly (2017-2022) \begin{tabular}{|c|l|l|r|} \hline \multicolumn{1}{|c|}{ Expected r } & Stdey & \multicolumn{1}{l|}{ Weights } \\ \hline IBM & & & 60% \\ \hline PFE & & & 40% \\ \hline \end{tabular} Covariance Comelation Portfolior Portfolio variance Portfolio stdev