Problem 1: Below is actual price and dividend data for three companies for each of 7 months. Security A Security B Security C Closing Closing Closing Period Price Dividend Price Dividend Price Dividend 27 33 16 29 36 18 29 0.25 36 0.35 14 0.4 25 32 15 26 38 16 29 0.25 38 0.35 17 0.4 30 39 17 A. Compute the rate of return for each company for each month. B. Compute the average rate of return for each company. C. Compute the standard deviation of the rate of return for each company D. Compute the correlation coefficient between all possible pairs of securities. E. Compute the average return and standard deviation for the following portfolio: 1/2 A + 1/2 B 1/2 A + 1/2 C 1/2 B + 1/2 C 1/3 A + 1/3 B + 1/3 C F. Compute minimum variance portfolio for each pair of securities. G. Plot the risk and return of each portfolio and identify the efficient frontiers