Statiscal Mathew's of finance

. The table below gives example data on monthly means, standard de viations and covariances for the returns on Microsoft, Nordstrom and Starbucks (assets A, B and C) based on sample statistics computed over the ve-year period January, 1995 through January, 2000 Asset p,- 0, Pair(i, j) 0,-3- A 00427 0.1000 (A,B) 0.0018 B 0.0015 0.1044 (A, C) 0.0011 C 0.0285 0.1411 (3,0) 0.0026 (a) (4pt) Find the the global minimum variance portfolio. What is its mean equal? What is its variance equal to? (b) (4pt) Find the efcient portfolio of theses assets with the same expected return as Microsoft. What is its risk equal to? (c) (4pt) Assume a risk-free rate of 0.0001 per month for the Tbill (risk free rate). What are the weights of the tangency portfolio? (d) (3pt) Find the portfolio with of risky assets and the risk free asset with the same expected return as Microsoft. What is its expected risk equal to