II. Mean Variance Analysis Consider the following time series of returns for ABC stock and the S&P500 Index Year RABC RS&P 1 -6% -4% 2 3 2 3 5 3 4 6 5 -15 -11 12 - minimum variance portfolio weight for ABC stock: -1.66 HINT: Use the portfolio weights for the minimum variance portfolio and construct a series of returns to answer 13-16. 14. What is the covariance of the minimum variance portfolio with the S&P index: (a) -3.22; (b) 4.81; (c) 9.32; (d) 5.67