clear; clc

load CAPMuniverse

dd = datestr(Dates);

kk = input('Enter beginning in the format month-Year ','s');
ll = input('Enter ending in the format month-Year ','s');

bb = strmatch(kk,dd(:,4:end));
cc = strmatch(ll,dd(:,4:end));
mm = size(cc,1);

beg = bb(1);
ending = cc(mm);

mydata = Data(beg:ending,:);
rf = mydata(:,14);
n = size(Data,2)-1;

for k = 1:n;
    Excess(:,k) = mydata(:,k)-rf;
end

ee = isnan(Excess);
ff = size(ee,1);

gg = sum(ee);

kill = find(gg == ff);

mydata(:,kill) = [];

oo = size(mydata,2);

w = ones(oo,1)*1/oo;

E = nanmean(mydata)';
varcovar = nancov(mydata);

Port_Ret = w'*E;
Port_SD = sqrt(w'*varcovar*w);

clc

fprintf('Portfolio Expected Return is %6.4f%%\n',Port_Ret*100)
fprintf('Portfolio SD is  %6.4f%%\n',Port_SD*100)