Suppose you want to construct a minimum variance portfolio with the following stocks Apple Inc. (AAPL), Amazon.com Inc.(AMZN), Alphabet Inc. (GOOG), and Facebook, Inc. (FB). The expected rate of return of the portfolio you want to construct should be the average of the expected rates of return of these stocks. The daily expected rates of return, standard deviations, and covariances of these stocks are raapl=0.008771662, ramzn=0.03385526, rfb =0.012982714, goog-0.015362285, Saapl 0.075290371, Samzn =0.086245607, Sfb =0.06266357, Sgoog 0.06167237, cov(aapl,amzn) =0.002156755, cov(aapl,fb) =0.001721943, cov(aapl, goog) =0.001618178, cov(amzn,fb) =0.002464478, cov(amzn, goog)=0.003620894, and cov(fb, goog) =0.002012736. Moreover, the amount you want to invest is $1,000,000, and the initial share prices of these stocks are: AAPL=141.04, AMZN = 1,500.28, FB =131.74, and GOOG=1,016.06. Assume the NASDAQ represents the Market portfolio, and these are the daily covariances of each asset in your portfolio and the market, cov(aapl,nas)=0.001912172, cov(amzn,nas) =0.002567476, cov(fb,nas) =0.001195455, cov(goog,nas)} =0.001695631, var(nas) =0.00159581. Compute your portfolio beta. Suppose you want to construct a minimum variance portfolio with the following stocks Apple Inc. (AAPL), Amazon.com Inc.(AMZN), Alphabet Inc. (GOOG), and Facebook, Inc. (FB). The expected rate of return of the portfolio you want to construct should be the average of the expected rates of return of these stocks. The daily expected rates of return, standard deviations, and covariances of these stocks are raapl=0.008771662, ramzn=0.03385526, rfb =0.012982714, goog-0.015362285, Saapl 0.075290371, Samzn =0.086245607, Sfb =0.06266357, Sgoog 0.06167237, cov(aapl,amzn) =0.002156755, cov(aapl,fb) =0.001721943, cov(aapl, goog) =0.001618178, cov(amzn,fb) =0.002464478, cov(amzn, goog)=0.003620894, and cov(fb, goog) =0.002012736. Moreover, the amount you want to invest is $1,000,000, and the initial share prices of these stocks are: AAPL=141.04, AMZN = 1,500.28, FB =131.74, and GOOG=1,016.06. Assume the NASDAQ represents the Market portfolio, and these are the daily covariances of each asset in your portfolio and the market, cov(aapl,nas)=0.001912172, cov(amzn,nas) =0.002567476, cov(fb,nas) =0.001195455, cov(goog,nas)} =0.001695631, var(nas) =0.00159581. Compute your portfolio beta