Please send answers ASAP.

(II-VI) Imagine that you are an investor on Jan 1st, 2014, and using the historical data up to that date (2008.1.1 2013.12.1) Please use excess returns for all analyses. II. Draw the mean-variance frontier in annual terms using the five ETFs assuming short-selling. is not allowed. (using 2008.1.1 2013.12.1) where annual mean = monthly mean 12, annual covariance = monthly covariance 12 You first need to find annual mean and covariance matrix. Please try 7 different target mean returns, 2%,4%,5%,5.5%,6%,8%,10%. III. What are the optimal weights for the following strategies? (using 2008.1.1 2013.12.1) - maximum SR portfolio assuming short-selling is allowed - maximum SR portfolio assuming short-selling is not allowed - minimum global variance portfolio - 1/N IV. What would the SR of your portfolio using five different strategies be over the next 9 years (out-of-sample test, 2014.1.1 2022.9.1)? V. Apply "All Weather Portfolio" weights, (0.3,0.4,0.15,0.075,0.075) to your portfolio, what would the SR of your portfolio be over the next 9 years (2014.1.1 2022.9.1)? VI. Imagine that you are a portfolio manager in charge of asset allocation. Write a short executive summary (around 200 words) directed to the ClO discussing five different approaches and all weather portfolio, their performance, and your recommendation for asset allocation. (II-VI) Imagine that you are an investor on Jan 1st, 2014, and using the historical data up to that date (2008.1.1 2013.12.1) Please use excess returns for all analyses. II. Draw the mean-variance frontier in annual terms using the five ETFs assuming short-selling. is not allowed. (using 2008.1.1 2013.12.1) where annual mean = monthly mean 12, annual covariance = monthly covariance 12 You first need to find annual mean and covariance matrix. Please try 7 different target mean returns, 2%,4%,5%,5.5%,6%,8%,10%. III. What are the optimal weights for the following strategies? (using 2008.1.1 2013.12.1) - maximum SR portfolio assuming short-selling is allowed - maximum SR portfolio assuming short-selling is not allowed - minimum global variance portfolio - 1/N IV. What would the SR of your portfolio using five different strategies be over the next 9 years (out-of-sample test, 2014.1.1 2022.9.1)? V. Apply "All Weather Portfolio" weights, (0.3,0.4,0.15,0.075,0.075) to your portfolio, what would the SR of your portfolio be over the next 9 years (2014.1.1 2022.9.1)? VI. Imagine that you are a portfolio manager in charge of asset allocation. Write a short executive summary (around 200 words) directed to the ClO discussing five different approaches and all weather portfolio, their performance, and your recommendation for asset allocation