Task 1: Compute the respective average, standard deviation, and covariance of monthly or daily stock returns. You can pick any two companies to download stock data for (daily or monthly

Covariance table will be in the form:

Var(stock1, stock1)	Cov(stock1, stock2)
Cov(stock1, stock2)	Var(stock2, stock2)

Note: Use STDEV.P in Excel for the standard deviation

Task 2: Using the obtained statistics fromQ1, calculate an equal weighted portfolio return and portfolio variance for the first portfolio using the below equations:

Equal weighted portfolio return:

E(R_P) = w₁(avg(r₁)) + w₂(avg(r₂));

where w is the weight of each stock in the portfolio. And avg(r₁) is the mean return for stock 1 and avg(r₂) is the mean return for stock 2.

Portfolio variance:

²_p = w₁²( ²_s1) + w₂²( ²_s2) + 2_*w₁ w_{2 * s1 s2}