Use real data at finance.yahoo.com. Choose assets that should have offered a good risk/return profile over the past three years when paired with a market proxy, SPY. Then download 5 years of weekly data for each, and calculate the weekly returns, correlations, and weekly standard deviation of the two-asset portfolio, as well as the beta of the asset you chose. You can choose a 50/50 weighting, or else run various combinations in Excel to optimize.

Post your Excel sheet with your calculations and results, along with a short description:

• What made you choose the asset you chose?
• Did you find any challenges in downloading the data or performing the calculations?
• What was the ratio of weekly returns to weekly standard deviation over the five-year period?