Homework

By following the 5 factor model and 10 industry monthly returns based on Fama-French database website.

(https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html),

you can construct the MVP portfolio and its monthly returns using the previous 5-year monthly returns data. Show its cumulative returns starting from 1969.

## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr     1.1.4     ✔ readr     2.1.5
## ✔ forcats   1.0.0     ✔ stringr   1.5.1
## ✔ ggplot2   3.5.1     ✔ tibble    3.2.1
## ✔ lubridate 1.9.3     ✔ tidyr     1.3.1
## ✔ purrr     1.0.2     
## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ dplyr::filter() masks stats::filter()
## ✖ dplyr::lag()    masks stats::lag()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo 
## 
## Loading required package: xts
## 
## Loading required package: zoo
## 
## 
## Attaching package: 'zoo'
## 
## 
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
## 
## 
## 
## ######################### Warning from 'xts' package ##########################
## #                                                                             #
## # The dplyr lag() function breaks how base R's lag() function is supposed to  #
## # work, which breaks lag(my_xts). Calls to lag(my_xts) that you type or       #
## # source() into this session won't work correctly.                            #
## #                                                                             #
## # Use stats::lag() to make sure you're not using dplyr::lag(), or you can add #
## # conflictRules('dplyr', exclude = 'lag') to your .Rprofile to stop           #
## # dplyr from breaking base R's lag() function.                                #
## #                                                                             #
## # Code in packages is not affected. It's protected by R's namespace mechanism #
## # Set `options(xts.warn_dplyr_breaks_lag = FALSE)` to suppress this warning.  #
## #                                                                             #
## ###############################################################################
## 
## 
## Attaching package: 'xts'
## 
## 
## The following objects are masked from 'package:dplyr':
## 
##     first, last
## 
## 
## 
## Attaching package: 'PerformanceAnalytics'
## 
## 
## The following object is masked from 'package:graphics':
## 
##     legend

## Warning: One or more parsing issues, call `problems()` on your data frame for details,
## e.g.:
##   dat <- vroom(...)
##   problems(dat)
## One or more parsing issues, call `problems()` on your data frame for details,
## e.g.:
##   dat <- vroom(...)
##   problems(dat)