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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 (rp/op) and alpha of the portfolio.

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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 (rp/op) and alpha of the portfolio. How do you think the portfolio perform? 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 (rp/op) and alpha of the portfolio. How do you think the portfolio perform

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