Q2. (20 points) Consider a portfolio with w invested in stock 1 and 1 - w invested in stock 2. Plot the feasible set in a mean standard deviation diagram. Compute w that corresponds to the minimum variance portfolio. Credit is not given to hand-plotted feasible set. Q3. (20 points) Find the minimum variance portfolio of the four stocks. What is the corresponding mean and standard deviation of the return of this portfolio? Find the efficient portfolio with p = 1.6%. What is the corresponding standard deviation of the return of the portfolio? Q4. (20 points) Find the beta of the four stocks using S&P 500 index ("GSPC) as the market portfolio. What can you tell from the four betas? Q5. (20 points) Compute out-of-sample portfolio return of the minimum-variance portfolio from Oct-1-2015 to Sep-30-2020. Compute the Sharpe ratio (Tp/0p) and alpha of the portfolio. How do you think the portfolio perform? Q2. (20 points) Consider a portfolio with w invested in stock 1 and 1 - w invested in stock 2. Plot the feasible set in a mean standard deviation diagram. Compute w that corresponds to the minimum variance portfolio. Credit is not given to hand-plotted feasible set. Q3. (20 points) Find the minimum variance portfolio of the four stocks. What is the corresponding mean and standard deviation of the return of this portfolio? Find the efficient portfolio with p = 1.6%. What is the corresponding standard deviation of the return of the portfolio? Q4. (20 points) Find the beta of the four stocks using S&P 500 index ("GSPC) as the market portfolio. What can you tell from the four betas? Q5. (20 points) Compute out-of-sample portfolio return of the minimum-variance portfolio from Oct-1-2015 to Sep-30-2020. Compute the Sharpe ratio (Tp/0p) and alpha of the portfolio. How do you think the portfolio perform