Find the optimal investment portfolio in the risky assets. What is the expected returns, mean, variance and s.d this of this portfolio. Assuming all of these assets are risky.

Date	PG	Microsoft	BAC	Exxon			Expected Monthly Return
2/3/1997	0.039059	-0.04394	0.109771	-0.02517				Expected Monthly Return
3/3/1997	-0.04485	-0.05994	-0.07011	0.074816			PG	0.010848
4/1/1997	0.099732	0.325186	0.088252	0.051471			Microsoft	0.014854
5/1/1997	0.096787	0.02085	-0.0247	0.053613			BAC	0.011589
6/2/1997	0.024472	0.018853	0.102423	0.033628			Exxon	0.012043
7/1/1997	0.080347	0.118736	0.102398	0.048801
8/1/1997	-0.12496	-0.06478	-0.1604	-0.04122			Variance
9/2/1997	0.037519	0.000737	0.041554	0.046828				Variance
10/1/1997	-0.01181	-0.01767	-0.03368	-0.04067			PG	0.004478
11/3/1997	0.120612	0.088456	0.00429	-0.00042			Microsoft	0.012820
12/1/1997	0.047318	-0.08678	0.018687	0.002969			BAC	0.005611
1/2/1998	-0.01495	0.1546	-0.0152	-0.03087			Exxon	0.002820
2/2/1998	0.08301	0.135859	0.143693	0.082024
3/2/1998	-0.00596	0.056354	0.070731	0.060887			Covariance
4/1/1998	-0.0228	0.007077	0.042156	0.080578			Cov(PG, Microsoft)	-0.000649
5/1/1998	0.020264	-0.05892	-0.00667	-0.02955			Cov(PG, BAC)	0.000683
6/1/1998	0.085766	0.277427	0.020991	0.012323			Cov(PG, Exxon)	0.000433
7/1/1998	-0.12555	0.014388	0.039885	-0.01575			Cov(Microsoft, BAC)	0.001681
8/3/1998	-0.03613	-0.12722	-0.27916	-0.06293			Cov(Microsoft, Exxon)	0.000804
9/1/1998	-0.07037	0.147283	-0.06308	0.079193			Cov(BAC, Exxon)	0.000757
10/1/1998	0.251503	-0.03807	0.074941	0.014029
11/2/1998	-0.01215	0.152324	0.133442	0.05321
12/1/1998	0.042346	0.136981	-0.07112	-0.02492
1/4/1999	-0.00165	0.261679	0.111743	-0.03938
2/1/1999	-0.01512	-0.14226	-0.02327	-0.04711
3/1/1999	0.094361	0.194093	0.088614	0.06
4/1/1999	-0.03929	-0.09269	0.013567	0.177287
5/3/1999	-0.00478	-0.00779	-0.09629	-0.03357
6/1/1999	-0.0563	0.117754	0.141424	-0.03442
7/1/1999	0.031383	-0.04862	-0.0946	0.029164
8/2/1999	0.095943	0.078932	-0.0883	-0.00126
9/1/1999	-0.05528	-0.02184	-0.07252	-0.03657
10/1/1999	0.122319	0.02233	0.156916	-0.02552
11/1/1999	0.029724	-0.01632	-0.09074	0.077569
12/1/1999	0.014433	0.282236	-0.13617	0.015581
1/3/2000	-0.07498	-0.16169	-0.0349	0.028843
2/1/2000	-0.13062	-0.08686	-0.0505	-0.08619
3/1/2000	-0.35411	0.18888	0.152988	0.035574
4/3/2000	0.057826	-0.34365	-0.06549	-0.00378
5/1/2000	0.113029	-0.10304	0.141377	0.07814
6/1/2000	-0.1466	0.278816	-0.22424	-0.05781
7/3/2000	0.010385	-0.12728	0.101858	0.021489
8/1/2000	0.084797	0	0.141786	0.02378
9/1/2000	0.083695	-0.13608	-0.02243	0.091423
10/2/2000	0.071038	0.141761	-0.08226	0.000819
11/1/2000	0.048299	-0.16696	-0.15732	-0.00845
12/1/2000	0.047696	-0.24374	0.149059	-0.0121
1/2/2001	-0.0799	0.407075	0.172544	-0.03201
2/1/2001	-0.01851	-0.03352	-0.04726	-0.03191
3/1/2001	-0.11214	-0.07308	0.079481	-0.00059
4/2/2001	-0.03476	0.238753	0.022977	0.093908
5/1/2001	0.069628	0.021215	0.067892	0.00652
6/1/2001	-0.00673	0.055282	0.013384	-0.01538
7/2/2001	0.119397	-0.09343	0.059906	-0.04386
8/1/2001	0.044078	-0.13802	-0.03338	-0.03326
9/4/2001	-0.01837	-0.1029	-0.0419	-0.01868
10/1/2001	0.019041	0.136126	0.010091	0.001209
11/1/2001	0.049936	0.104315	0.040438	-0.04648
12/3/2001	0.021479	0.031866	0.035665	0.050965
1/2/2002	0.037248	-0.0386	0.001325	-0.00633
2/1/2002	0.037938	-0.08413	0.02425	0.063959
3/1/2002	0.0625	0.03382	0.063711	0.061254
4/1/2002	0.00604	-0.13368	0.065561	-0.08349
5/1/2002	-0.00783	-0.02564	0.045955	-0.00029
6/3/2002	0.004999	0.074163	-0.06427	0.024612
7/1/2002	0.001571	-0.12249	-0.0551	-0.10152
8/1/2002	-0.00392	0.022843	0.053799	-0.0296
9/3/2002	0.008397	-0.10868	-0.08106	-0.10003
10/1/2002	-0.00598	0.22216	0.093723	0.055029
11/1/2002	-0.04424	0.078815	0.004265	0.04076
12/2/2002	0.016708	-0.10389	0.001931	0.003983
1/2/2003	0.000269	-0.082	0.006936	-0.02248
2/3/2003	-0.04336	0.002053	-0.01186	0.003044
3/3/2003	0.087838	0.021516	-0.02517	0.02731
4/1/2003	0.013716	0.056169	0.107668	0.00722
5/1/2003	0.021956	-0.03751	0.002152	0.041382
6/2/2003	-0.02873	0.041934	0.074087	-0.01345
7/1/2003	-0.00977	0.02983	0.044652	-0.0092
8/1/2003	-0.00649	0.004138	-0.04019	0.066901
9/2/2003	0.063268	0.048535	-0.00532	-0.0294
10/1/2003	0.064175	-0.05459	-0.0294	-0.00031
11/3/2003	-0.02103	-0.01663	-0.00413	-0.0034
12/1/2003	0.037999	0.064819	0.077774	0.132485
1/2/2004	0.016598	0.010146	0.012829	-0.00521
2/2/2004	0.014091	-0.04061	0.005383	0.040209
3/1/2004	0.023158	-0.06008	-0.00157	-0.01377
4/1/2004	0.013581	0.047942	-0.00599	0.023087
5/3/2004	0.019141	0.004159	0.032688	0.023091
6/1/2004	0.009808	0.088357	0.027658	0.02693
7/1/2004	-0.03761	-0.00211	0.004785	0.042458
8/2/2004	0.073223	-0.03898	0.058333	0.001677
9/1/2004	-0.03301	0.012787	-0.027	0.048314
10/1/2004	-0.04987	0.011319	0.033526	0.01848
11/1/2004	0.044861	0.068446	0.032998	0.046819
12/1/2004	0.030013	-0.00322	0.025717	0.000214
1/3/2005	-0.02934	-0.01657	-0.0132	0.006632
2/1/2005	-0.0025	-0.03946	0.005884	0.232944
3/1/2005	-0.00167	-0.03937	-0.04547	-0.05861
4/1/2005	0.026795	0.046771	0.021448	-0.04303
5/2/2005	0.018552	0.022979	0.028361	-0.00957
6/1/2005	-0.04343	-0.03744	-0.00583	0.022604
7/1/2005	0.059845	0.031115	-0.04401	0.022294
8/1/2005	-0.00257	0.072087	-0.0014	0.02458
9/1/2005	0.071655	-0.0602	-0.02179	0.060606
10/3/2005	-0.05356	-0.00125	0.039132	-0.11633
11/1/2005	0.021468	0.080383	0.060473	0.038876
12/1/2005	0.012037	-0.05513	0.005702	-0.03205
1/3/2006	0.028318	0.076295	-0.04175	0.117129
2/1/2006	0.01175	-0.04208	0.036848	-0.04883
3/1/2006	-0.03847	0.012663	0.00415	0.025036
4/3/2006	0.015852	-0.11254	0.096099	0.036549
5/1/2006	-0.06818	-0.05856	-0.0205	-0.0295
6/1/2006	0.02492	0.028531	-0.00602	0.007162
7/3/2006	0.016534	0.032742	0.071169	0.104232
8/1/2006	0.101416	0.072215	0.009718	0.003455
9/1/2006	0.001216	0.064066	0.040734	-0.0083
10/2/2006	0.027937	0.049788	0.005591	0.064394
11/1/2006	-0.00945	0.026103	0.010051	0.080071
12/1/2006	0.023517	0.017198	-0.00847	-0.00233
1/3/2007	0.0333	0.041916	0.003844	-0.04046