Download one-month daily stock prices for coca-cola Company, PepsiCo, and Pfizer from Yahoo Finance which can be accessed free at home. Use daily adjusted close prices from 1^st Dec 2020 to 31^st Dec 2020 (DO NOT include 30 Nov 2020 price data; 31 Dec 2020 price data MUST be included; Hint: to include the price data on 31 Dec 2020, choose 1 Jan 2021 as the end date).

1.Present in a table the name of the companies, the dates, the adjusted close prices and the returns (in %). The table must fit in one page only. Example:

	Company A		Company B		Company C
Date	Price	Return (%)	Price	Return (%)	Price	Return (%)
DD/MM/YY	aa.aa	aa.aa	bb.bb	bb.bb	cc.cc	cc.cc
...	...	...	...	...	...	...
DD/MM/YY	aa.aa	aa.aa	bb.bb	bb.bb	cc.cc	cc.cc

2. the average return and variance of returns for each company.

3.Calculate the variance-covariance matrix and correlation matrix for each company above.

4.Select the two companies from question 3 with the lowest correlation coefficient. Use 5 different combinations of portfolio weights from the below table for the two companies to create 5 different portfolios. Calculate the expected return and standard deviation of each portfolio. Present the results in the following table:

Portfolios	Weight Company 1	Weight Company 2	Expected Return (%)	Standard Deviation (%)
1	1	0
2	0.75	0.25
3	0.5	0.5
4	0.25	0.75
5	0	1