To create the investment opportunity set, we need expected returns, standard deviation and the

correlation coefficient. We let the expected return of MSFT $($E$($rMSFT$))$ be equal to its arithmetic

average calculated in Task $1.$ Similarly, we let the standard deviation of MSFT $(\backslash$sigma MSFT$)$ be equal

to its sample standard deviation from Task $1.$ Do the same for Walmart. Finally, for correlation

coefficient $(\backslash$rho MSFT$,$WMT$),$ use the correlation coefficient calculated in Task $1.$

Let WMSFT be MSFT$$s portfolio weight and let WWMT Walmart$$s portfolio weight.

a$)$ Compute the portfolio expected return and standard deviation using the following weights