Choose 5 Canadian stocks. Use ca.finance.yahoo.com to download weekly adjusted close prices for the past calendar year (22/02/2020-19/02/2021) for each chosen stock. a. Find weekly returns of each stock for the past year (you must have returns 50 returns for each stock). Find the historical mean of the returns of each stock and find the covariance matrix V of the chosen 5 stocks. b. Assume that the annual risk-free rate is 1.1% and consider an investor whose coefficient of risk aversion equals to 2. Use the formula in the Appendix below (based on the Markowitz model) to find the optimal weight of each stock and T-bills in the complete portfolio of the investor. Which stock has the highest weight? How do you explain it? Does any stock have a negative weight? Why? c. Find the expected return and the Sharpe ratio of your optimal complete portfolio. (Hint: The expected return of the portfolio is given by rfYT bill + YTE, the variance is equal to YTVY, where Y is the vector of weights excluding T-bills, E is a vector of expected returns excluding risk-free rate.) d. Following the Markowitz model, assume that risky securities in your complete portfolio (found in question b) are the part of optimal risky portfolio P. Find the weight of each risky security in portfolio P and the weight of portfolio P in the complete portfolio.