Download monthly data of the two stocks from Yahoo.finance for the period

$01\mathrm{.}01\mathrm{.}2014-01\mathrm{.}01\mathrm{.}2019,$ and calculate the followings.

a$.$ Average Return of each stock

b$.$ Variance and Standard Deviation of each stock

c$.$ Sharpe Ratio of each stock $($Assume that annual rf $=2\%)$

d$.$ Covariance of two stocks

e$.$ If you are expected to choose only one of them which one should be chosen?

f$.$ Find out the weights which make the Sharpe Ratio maximum?

g$.$ Find out the weights which make the variance of the portfolio minimum? $($Hint: Try to

choose two stocks which are lowly correlated and preferably negatively correlated

stocks. The less the correlation, the higher the diversification benefit$)$