Average Monthly Returns
Issuer Code
A2M	0.020
BHP	0.018
CBA	0.004
ORG	-0.007
RHC	0.000

Variance-Covariance Matrix
Issuer Code	A2M	BHP	CBA	ORG	RHC
A2M	0.0173	0.0003	-0.0006	0.0020	-0.0002
BHP	0.0003	0.0049	0.0017	0.0054	0.0026
CBA	-0.0006	0.0017	0.0037	0.0039	0.0016
ORG	0.0020	0.0054	0.0039	0.0141	0.0034
RHC	-0.0002	0.0026	0.0016	0.0034	0.0045

Construct the Global Minimum-Variance Portfolio (GMVP) consisting of the 5 selected stocks.

1. What are the weights of the selected 5 stocks in the GMVP

2. Monthly expected return on the GMVP?

3. Risk of the GMVP (as measured by standard deviation and variance, respectively)?