t	A, %	B, %	C, %	D, %	Mkt, %
1	18.56	18.23	8.43	12.43	12.28
2	12.34	5.24	3.12	13.45	5.99
3	14.12	14.71	12.58	4.32	12.41
4	-1.57	-6.56	3.87	-8.54	-4.48
5	3.12	9.12	1.45	12.21	12.34
6	-8.28	-7.43	-6.59	-4.91	-13.41

1 - Calculate the geometric return of security B and you decide to create a two-stock portfolio of stocks B and D. Calculate the covariance between the two stocks and the variance of each stock. Use this information to determine the expected return and standard deviation of the minimum variance portfolio between the two securities.