c. Calculate the variance-covariance matrix and correlations for each company. (5 marks) d. Select two companies from (c) with the highest correlation coefficient. Use investment proportions for the two stocks with intervals of 10% to create N combinations of portfolio, with N > 10. Calculate the expected returns and standard deviations for each combination. Tabulate the investment opportunity set of the two stocks. Plot the investment opportunity set of the two stocks. Combination Weight Weight Expected Standard Coman A Com-an B Return % Deviation %