Copy your R Code and plots to the answers. 1. Select 5 stocks from BIST30 Index and 5 stocks from BIST100 and download the price data for the period from beginning of 2022 to end of 2023 and do the following steps You can use c("XXX. IS, YYY. IS, ...) in "Get Symbols" function to get several stocks data at the same time R. (a) Calculate the simple (net) returns of the assets for the one-year period. (b) Find the correlation coefficients between those 10 stocks. (c) Determine the couple of assets that has the highest correlation and lowest correlation. (If the both correlation coefficients are higher than the 0.25 when you select the lowest and the highest. Please change your stocks in the first step and do this step again. 2. Do the following steps twice seperately for the couple of stocks that you determined in the first question. For e.g. You found that AA and BB which has the lowest correlation, CC and DD which has the highest correlation. Firstly, take AA and BB and do the steps below then do the same for CC and DD (a) Find the expected return for the both of the stocks by using the previous year return data (b) Find the variance and volatility (standard deviation for the both stocks (c) Find the covariance between these stocks (d) Calculate the expected return for the equally weighted portfolio where the weights are 0.5 and 0.5 (e) Calculate the volatility for the equally weighted portfolio where the weights are 0.5 and 0.5 (f) Calculate the expected return for the one long and one short portfolio where the weights are 1.5 and -0.5 (g) Calculate the volatility for the one long and one short portfolio where the weights are 1.5 and - 0.5 (h) Which portfolio is better and why? 3. Do the following steps twice seperately for the couple of stocks that you determined in the first and second question. This question is related to obtaining the frontier. (a) Draw the frontier by changing weights and using the expected returns, volatil- ities and covariance in the questions above Just use w. 1 = seq(from=-0.4, to=1.4, by 0.1) for the first asset and w. 2 = 1 - w. 1 for the second asset ww (b) Label the first asset, second asset and global minimum variance portfolio in the frontier (c) Find the weights, volatility and expected return for the global minimum vari- ance portfolio by using the equation given in the slides or in the R code (d) Explain the points in this frontier and explain which points (so the weights) are better for your portfolio 4. After you do the question above for the couple of stocks that you determined, explain which portfolio is better that has the lowest correlation or highest correlation and