• Pick three stocks which have 5 years of monthly prices ending Dec 2019.
• Download the prices for these stocks for the five years, remember to use the adjusted close.
• With the returns, calculate the average for each stock and the covariance matrix.
• Form two portfolios, two stocks each. Make sure to cover the possible combinations of stocks resulting from weights varying from 0 to 1 for each stock.
• For each portfolio, calculate the average, variance, standard deviation, beta, alpha, and Sharpe ratio curves.
• Based on the curves you calculated, pick the portfolio you think is the best. Explain your selection.
• Present a report with:
  • Tables showing the average, variance, standard deviation, beta, alpha, and Sharpe ratio for each portfolio for all weights.
  • Graphs showing all the above numbers for each portfolio.
  • Conclusion on which portfolio is the one you pick and why.