Using relevant market data, construct a diversified 2-stock portfolio. Your portfolio should be optimised using relevant diversification techniques. This optimisation procedure must be done using three inputs; expected returns, variances, and covariances. You must use appropriate proxies for the risk-free return and market portfolio. Show the calculation of the return and standard deviation of the optimal risky portfolio. Demonstrate that diversifications advantages are greater where correlation is lower. Calculate the Sharpe ratio for your portfolio and compare it to the benchmark index. Evaluate your portfolio performance according to the Sharpe ratio.