If we have historical WEEKLY data for 4 stocks, but my investemtn period is 3 MONTHS, how based on historical data I can estimate the expected return, variance and variance-covariance matrix? I kow how to do that for weekly returns and everyone i ask this question gives me an answer in terms of weekly returns, but I am conserned about 3 MONTHS investment horizon. Can someone, please, tell me how to do this? I have an idea from weekly data use every 13th week to calculate returns for 3 months, and proceed from there, but not sure whether I am on the right track.