Consider the following time series of returns for ABC stock and the S&P500 Index over 5 years. For ABC it's -6, 3, 5, 12, -15 and for S&P 500 it's -4, 2, 3, 6, -11. 13. What is the mean return on the minimum variance portfolio: (a) -1.80; (b) -2.20; (c) 1.5; (d) 2.3