Part 2: Portfolio optimization In this part of the portfolio project, you are asked to apply portfolio theory learned in the class to the portfolio you formed in Part 1 (from now on we will refer to it as the original portfolio). In particular, using the input list you created in the first part of the project and Solver, calculate weights of stocks in various portfolios. Solver can be found in the Data menu (under Analysis). 1. Using Solver, calculate weights, expected return, and standard deviation of the minimum variance portfolio. 2. For this question, assume that there is no risk-free rate and that short sales are not allowed: (a) can you find a portfolio with the same expected return as that of your original portfolio but with a lower standard deviation? (b) can you find a portfolio with the same standard deviation as that of your original portfolio but with a higher expected return? Please report weights as well as the expected returns and standard deviations of these two portfolios. 3. Is your original