Get the monthly returns for Apple $($AAPL$),$ Tesla $($TSLA$),$ Eli Lilly $($LLY$)$ and the S&P $500($SPX$)$ for the last $5$ years.

Use these returns to answer the following questions. Assume the returns follow the normal distribution. Create a column

with the returns for a portfolio with the four stocks. Create separate cells that determine the weighting of the portfolio, you

can start with an equally weighted portfolio. There should be five columns with different returns.

a$)$ Find the portfolio weighting that maximizes the expected value.

b$)$ Find the portfolio weighting that maximizes $\backslash$mu $/\backslash$sigma $.$ Explain the role risk plays in the change in portfolio weighting from

that of the previous question.

c$)$ What portfolio weighting minimizes the standard deviation?

d$)$ What portfolio minimizes the standard deviation but with the constraint the expected returns is at least $3\%?$