Period Stock A Stock B Stock C Stock D Stock E Stock F S&P 500 1 13% 10% 25% 14% 21% 7% 8% 2 14% 9% 26% 13% 22% 8% 5% 3 15% 12% 20% 15% 15% 9% 5% 40 5 13% 12% 19% 18% 14% 15% 6% 18% 18% 19% 19% 25% 18% 7% Use the following stock returns to answer the questions Risk Free Rate 3.5% What is the optimal portfolio and the weights for each stock?