Q3.The following is the Variance-Covariance Matrix of 5 stocks. Construct the global minimum-variance portfolio (GMVP) consisting of the 5 selected stocks. Issuer Code AAA BBB CCC DDD EEE AAA 0.00298 0.02039 0.02084 0.02011 0.02004 BBB 0.02039 0.00373 0.02128 0.02473 0.02141 0.02084 0.02128) 0.00286 0.02065 0.02047 DDD 0.02011 0.02473 0.02065 0.00971 0.02174 EEE 0.02004 0.02141 0.02047 0.02174 0.00194 1 eights of the selected 5 stocks in the GMVP The monthly expected return on the GMVP The risk of the GMVP (as measured by standard deviation and variance, respectively) Q3.The following is the Variance-Covariance Matrix of 5 stocks. Construct the global minimum-variance portfolio (GMVP) consisting of the 5 selected stocks. Issuer Code AAA BBB CCC DDD EEE AAA 0.00298 0.02039 0.02084 0.02011 0.02004 BBB 0.02039 0.00373 0.02128 0.02473 0.02141 0.02084 0.02128) 0.00286 0.02065 0.02047 DDD 0.02011 0.02473 0.02065 0.00971 0.02174 EEE 0.02004 0.02141 0.02047 0.02174 0.00194 1 eights of the selected 5 stocks in the GMVP The monthly expected return on the GMVP The risk of the GMVP (as measured by standard deviation and variance, respectively)