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The Two stocks have the following data: (30 points) Turkcell THY 1.01.2019 0,003415 -0,00393 8.01.2019 0,015978 0,003749 15.01.2019 0,006727 0,009334 22.01.2019 0,010747 0,007957 29.01.2019 0,001179

  1. The Two stocks have the following data: (30 points)

Turkcell

THY

1.01.2019

0,003415

-0,00393

8.01.2019

0,015978

0,003749

15.01.2019

0,006727

0,009334

22.01.2019

0,010747

0,007957

29.01.2019

0,001179

0,015836

5.02.2019

0,003573

-0,00479

12.02.2019

0,00309

0,006276

19.02.2019

0,009675

-0,00292

26.02.2019

0,009009

0,002409

5.03.2019

-0,00549

-0,00427

12.03.2019

0,005096

0,013171

19.03.2019

-0,00497

-0,01739

26.03.2019

-0,00297

-0,003

2.04.2019

0

-0,00199

9.04.2019

-0,0009

0,002471

16.04.2019

0,006314

0,009276

23.04.2019

0,004532

0,018555

30.04.2019

-0,02

0,003237

7.05.2019

0,000724

0,016377

14.05.2019

-0,00783

0,008055

21.05.2019

0,01616

0,02365

28.05.2019

0,006993

-0,00039

4.06.2019

-0,00467

0,00464

11.06.2019

-0,01628

-0,00465

18.06.2019

0,016874

0,018903

25.06.2019

-0,00074

0,010071

2.07.2019

0,000722

0,011219

9.07.2019

0,006644

0,014582

16.07.2019

0,008443

0,00032

23.07.2019

0,017849

-0,0058

30.07.2019

-0,00949

0,006783

6.08.2019

0,003119

0,004113

13.08.2019

-0,00201

0,008072

20.08.2019

0,008693

0,012125

27.08.2019

0,003313

0,002988

3.09.2019

-0,0058

0,003862

10.09.2019

-0,01524

-0,00237

17.09.2019

0,005347

-0,01286

24.09.2019

0,013875

-0,01958

1.10.2019

0,001097

0,012159

8.10.2019

0,015813

0,000298

15.10.2019

0,011102

0,020967

22.10.2019

0,00526

0,005875

mean

0,002907

0,004497

variance

std

0,008825

0,009554

corr

0,172005

Assume that the risk free rate is 0,003 and Expected return (used for CML) is defined as 0.003, 0.009, 0.015 and 0.02. Using w1 and w2 weights for the two assets draw the Capital Market Line and Efficient Frontier employing excel. Note: The two plots can be drawn separately.

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