The following data represents the rate of return of two stock types (A and B) for 12 months.

a. If you are thinking to invest a certain amount of money in both A and B, search (numerically) to find the proportion to be invested in A and B such that your resulting average rate of return is 5%. Round your answer of the proportions to 3 decimal digits (i.e., 0.000). What is the resulting risk of investing such proportions.

Months	Stock A	Stock B
1	12	5
2	5	4
3	6	2
4	8	5
5	10	5
6	5	4
7	7	2
8	6	3
9	8	5
10	8	4
11	6	2
12	13	5

b. Numerically search for the proportion invested in A that minimizes the resulting coefficient of variation. Sketch the proportion of A vs. the coefficient of variation and show the minimum point.

Hint: You should use excel in your search and graphs. You may proceed in your solution by increasing the proportions gradually by 0.05. For instance, start with the following proportions for A and B respectively: (0,1), (0.05, 0.95) and so on until (1, 0). For part (a) you will need smaller increments to have the required precision.