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Q1 (100%): Using data below, do the following: 1) Create the efficient frontier; 2) Calculate the...

Q1 (100%): Using data below, do the following:
1) Create the efficient frontier;
2) Calculate the optimal portfolio;
3) Draw the Capital Market Line. Note the line must be based on data, not your fine art skills.
Security A Security B Portfolio
Mean 0.09 0.15
Standard Deviation 0.20 0.33
Variance 0.04 0.11
Covariance 0.0095
Risk-free rate

5.20%

please attach the exal work so i can downlond it

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jeff jeffy answered 1 year ago
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