Download the data file RTNS.cvs from the following link: https://moodle.lsus.edu/pluginfile.php/2432050/question/questiontext/3620951/1/8276516/RTNS.csv?time=1709758416876 Create RTNS by reading RTNS.cvs file using R or R Studio. The RTNS includes monthly log stock returns of 4 firms from January 2006 to December 2016. Use the packages as follows: install.packages("tseries") install.packages("xts") library(tseries) library(xts) Convert RTNS to xts object and assign the name rtns to the new object as follows: rtns <- as.xts(RTNS[, -1], order.by = as.Date(RTNS$Date, "%m/%d/%Y")) Using rtns above, find mean-variance efficient portfolio with target return 0.5%, and answer the following questions #1 and #2. What is the standard deviation of the mean-variance portfolio? Answer:Question 1 Question 2 Not yet answered Marked out of 2.00 Flag question Question text What are the weights of the mean-variance efficient portfolio? -0.2737726 0.2558517