This document is an investment analysis and portfolio management assignment submitted to Mr. Abrar Hussain by a group of five students. It analyzes daily stock price data from 2010-2014 of 30 Pakistani companies to construct minimum variance, maximum variance, and risky-riskless combination portfolios. It calculates returns, variances, standard deviations, betas, and various risk-adjusted performance metrics for the portfolios. The optimal minimum variance portfolio allocates weights to 20 stocks and has a return of 0.11%, variance of 0.48, and standard deviation of 0.69. An 85-15% risky-riskless portfolio combination achieves the highest return of 1.78% with variance of 0.0063 and standard