You have observed the following monthly returns for ABC and DEF.

a. Graph the relationship between the weight in ABC and the portfolio returns (restrict all weights to be greater than or equal to zero).
b. Graph the relationship between the weight in ABC and the portfolio standard deviation (use the same weights as in (a)).
c. Using the data you have created in (a) and (b), graph the relationship between the risk and return for the portfolio (put return on the y-axis).
d. Which portfolio weights do you prefer and why?

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Monthly returns ABC DEF January February March April May June July August September October November ! December ! 1% 3% | 3% 2% | 5% 1% | 7% 2% 1% -3% -2% -4% -2% 1% 2% 6% 0% 3% 4% 8% 5% 3% 4% 5%