You are thinking of investing in two stocks, Amazon and Netflix, as well as the risk-free asset. a) Download monthly historical prices from the last five years b) Calculate returns, and estimate individual asset statistics c) In Excel, plot the investment opportunity set for a portfolio consisting of these two stocks d) Use solver or the expression in the slides to get the weights for the minimum variance portfolio. What are the expected returns, standard deviation and Sharpe ratio of the optimal portfolio? e) Use solver to get the weights for the optimal portfolio with and without short-selling constraints. Show the optimal portfolios on the investment opportunity set. What are the expected returns, standard deviation and Sharpe ratio of the optimal risky portfolios? Assume now that short-selling is allowed, and that the ANNUAL risk-free rate is 1%, f) What is the monthly risk-free rate? g) Plot the capital allocation line on the investment opportunity graph h) Suppose that your risk aversion parameter is 2 . Find the optimal weight for the complete portfolio, and show the optimal complete portfolio on the capital allocation line i) What are the expected returns, standard deviation and Sharpe ratio of the complete portfolio j) If your initial investment budget was $100, what is the dollar amount invested in each asset (assets A, B and the risk-free asset)