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If your aim is to invest across these two securities please let me know how much (in percentage) would you invest in each security if

If your aim is to invest across these two securities please let me know how much (in percentage) would you invest in each security if

a. the objective is risk minimization

b. maximize expected returns

c. maximize Sharpe-ratio

Please report expected returns and standard deviation on each case.

Assume t-bill rate = 2%.

Date Sp500 GE
2015/4/1 29.762444 26.038462
2015/5/1 31.052801 26.221153
2015/6/1 30.173864 25.548077
2015/7/1 32.092327 25.096153
2015/8/1 30.763779 25.01
2015/9/1 29.727325 24.25
2015/10/1 32.101738 27.807692
2015/11/1 33.128773 28.788462
2015/12/1 33.175884 29.951923
2016/1/1 32.115871 27.98077
2016/2/1 31.326052 28.01923
2016/3/1 31.811359 30.567308
2016/4/1 30.859779 29.567308
2016/5/1 32.877129 29.067308
2016/6/1 32.125381 30.26923
2016/7/1 33.89555 29.942308
2016/8/1 34.126007 30.038462
2016/9/1 34.126007 28.48077
2016/10/1 34.27964 27.98077
2016/11/1 35.60474 29.576923
2016/12/1 35.969612 30.384615
2017/1/1 35.768921 28.557692
2017/2/1 37.966961 28.663462
2017/3/1 38.102524 28.653847
2017/4/1 39.458134 27.875
2017/5/1 39.574329 26.326923
2017/6/1 37.957275 25.971153
2017/7/1 37.499317 24.625
2017/8/1 37.635826 23.60577
2017/9/1 38.347591 23.25
2017/10/1 40.541389 19.384615
2017/11/1 41.828419 17.586538
2017/12/1 40.86314 16.778847
2018/1/1 42.588585 15.548077
2018/2/1 42.824474 13.567307
2018/3/1 41.880901 12.961538
2018/4/1 41.910389 13.528846
2018/5/1 43.276604 13.538462
2018/6/1 43.817196 13.086538
2018/7/1 45.279221 13.105769
2018/8/1 46.892799 12.442307
2018/9/1 46.635418 10.855769
2018/10/1 44.279392 9.711538
2018/11/1 45.526703 7.211538
2018/12/1 42.131256 7.278846
2019/1/1 44.279999 9.769231
2019/2/1 45.73 10.39
2019/3/1 47.060001 10.1

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