For daily log returns of prices of MMM, MSFT, AT\&T in 2014 (symbols, MMM, MSFT, T), suppose short-selling is not allowed. (a) calculate their average return and variance-covariance matrix (b) Find the efficient portfolio with targeted return 0.0005 (c) Find the minimum risk portfolio (d) Find the tangency portfolio with risk-free return 0.0001 (e) With risk-free return 0.0001, if someone wants to reduce risk =0.005 but remain the same Sharpe ratio, what is his investment