这是一个金融建模的task背景，求翻译一下，以确保正确。
You are a fund manager in an asset management company and you have
been tasked with setting up a new actively managed investment portfolio,
called the Platinum Fund. The fund’s investments are to be made in 10
large US stocks, which are listed in the table below together with their ticker
symbols and market capitalisations. The table also reports analyst forecasts
of the future under- or over-performance of the 10 stocks over the
investment horizon, relative to the expected returns that are implied by their
market capitalisations, and the expected return on the S&P 500. You decide
to back test the performance of the active fund portfolio using historical
data, and compare its performance with that of three passive portfolios. The
first is the market capitalisation weighted portfolio of the 10 stocks, the
second is the tangency portfolio, while the third is a passive portfolio of your
choice. The file ‘Group Assignment Data’ contains monthly adjusted close
prices for the 10 stocks and the S&P 500, for the period September 2006 to
September 2014. You should assume that the risk free rate is constant over
the eight-year period at 0.05% per month.