efficient frontier and plot it explicitly

Choose 5 assets betw by giving appropriate reasons. Download price information from Yahoo, use “adjusted close” prices for the basis of computation.

1)   Calculate the equivalent mean, variance and standard deviation of these shares annually.
2)   Calculate the covariance matrix V.
3)   Plot the daily share prices and daily returns for each individual company.
4)   Analyse the covariance and share price behaviour over some chosen sub time intervals to verify the theory of positive covariance and negative covariance imply

that share prices move in the same and different directions.
5)   Use LINEST in excel, to investigate your assets’ return against an appropriate index and vix, establish the resulting alpha, beta and noise.
Choose some appropriate starting time points, using previous data to
6)   Calculate the efficient frontier and plot it explicitly
7)   Use utility functions F(µ, s) = µ – a s2 and F(µ, s) = µ / s2 to find the “optimal” investment portfolio at the beginning of these time period.
8)   Study the methodology of constructing indices or ETF funds, construct an ETF fund using these 5 assets at the beginning of time periods.
Use subsequent data to
9)   Compare the investment performance of each asset, the constructed ETF fund and your optimal portfolios at some chosen future time points (say after every

twenty trading days).
10) Study if asset protection have been useful by using options under the following scenarios:
? Purchase suitable BS priced options instead of assets (if weight is positive, buy call, if weight is negative, buy put), compare return to real asset