please clearly specify the name of the companies and sample period of your stock price data.

4. Obtain monthly stock price data for the 5 years for two companies from Yahoo! Finance (finance.yahoo.com) and answer the following questions. (a) Draw a graph of the log holding period returns of two companies. (b) Calculate the sample average, and standard deviation of the log holding period re- turns for each company. (c) Calculate the estimate of annualized expected returns and standard deviation for each company (Hint: Only you have to do is to multiply your answer of (b) by 12 for expected returns and V12 for standard deviation). Calculate the sample correlation between two stock returns. (d) Consider a portfolio, P, invested in two stocks you obtained data. Let w be a weight on the stock of the first company. Use your answer (c) for the expected returns, stan- dard deviations, and correlation. Calculate the mean and volatility of the portfolio when w=-1,-0.9,-0.8, ..., 2. (e) Draw a graph of the portfolio opportunity set. (f) Consider a complete portfolio, C, invested in P and a risk-free asset with rp = 3%. Calculate the slope of CAL, when w = -1, -0.9,-0.8, ..., 2. Which weight will the investor choose? Calculate the optimal weight on the stock of the first company using the formula of optimal weight. Compare the result with that of (f). 4. Obtain monthly stock price data for the 5 years for two companies from Yahoo! Finance (finance.yahoo.com) and answer the following questions. (a) Draw a graph of the log holding period returns of two companies. (b) Calculate the sample average, and standard deviation of the log holding period re- turns for each company. (c) Calculate the estimate of annualized expected returns and standard deviation for each company (Hint: Only you have to do is to multiply your answer of (b) by 12 for expected returns and V12 for standard deviation). Calculate the sample correlation between two stock returns. (d) Consider a portfolio, P, invested in two stocks you obtained data. Let w be a weight on the stock of the first company. Use your answer (c) for the expected returns, stan- dard deviations, and correlation. Calculate the mean and volatility of the portfolio when w=-1,-0.9,-0.8, ..., 2. (e) Draw a graph of the portfolio opportunity set. (f) Consider a complete portfolio, C, invested in P and a risk-free asset with rp = 3%. Calculate the slope of CAL, when w = -1, -0.9,-0.8, ..., 2. Which weight will the investor choose? Calculate the optimal weight on the stock of the first company using the formula of optimal weight. Compare the result with that of (f)