Monthly price data can be obtained for securities at a number of online sources. A good source is finance.yahoo.com. (Look for the "Historical Prices" tab once you enter the ticker symbol of the firm you choose.) 1. Download 10 years' worth of monthly price data for two different stocks that you wish to create a portfolio on. (2 points) 2. Calculate the annualized mean return and annualized standard deviation of the monthly returns and the correlation coefficient of the returns on the two stocks. (15 points) 3. Use a spreadsheet to calculate the investment opportunity set composed of these two stocks. Plot the investment opportunity set. (15 points) 4. What are the weights of each of these stocks in the minimum-variance portfolio? (4 points) 5. Compute the expected return and standard deviation of the minimum-variance portfolio. (4 points) Hints: 12 Annual Mean Return = (1 + Monthly Mean Return)2 1, Standard Deviation of Annual Return = Standard Deviation of Monthly Returnx 12