Use this data for problems 1-5. The annual returns for securities A, B, C, D and the Market (S&P 500) are shown below. Remember to show all calculations. t 1 2 A, % 18.56 12.34 14.12 -1.57 3.12 -8.28 B, % 18.23 5.24 14.71 -6.56 C,% 8.43 3.12 12.58 3.87 D, % 12.43 13.45 4.32 -8.54 12.21 3 Mkt, % 12.28 5.99 12.41 -4.48 12.34 -13.41 4 5 9.12 1.45 -6.59 09 6 -7.43 -4.91 5. You decide to create a two-stock portfolio of stocks B and D. Calculate the covariance between the two stocks and the variance of each stock. Use this information to determine the expected return and standard deviation of the minimum variance portfolio between the two securities. (10 points) Show your work (see appendix or your text for minimum variance portfolio formula)