Question) Rita wants to invest in a portfolio of shares in two companies, Harne and Tortois. Their recent simple annual returns including dividends etc) are shown in the table below.

Year. Hane. Tortoise

2015. -3%. 3%

2016. 8%. 4%

2017. -15% 2%

2018 -4%. 3%

2019. 24%. 5%

Part a) what are the arithmetic average annual returns generated by the shares in each of the companies?

Part b) what is the annual return standard deviation for the shares in each of the two companies?

Part c) what is the correlation between the annual returns fo the shares in the two companies?

Part d) what are the weights on the each of the companies in the fully invested portfolio that minimises portfolio return variance?

Please help me with this question with full working out thank you!