Question: 20. Constructing an Efficient Frontier. Refer to Problem 15. Use the model developed there to construct an efficient frontier by varying the maximum allowable variance

20. Constructing an Efficient Frontier. Refer to Problem 15. Use the model developed there to construct an efficient frontier by varying the maximum allowable variance from 20 to 60 in increments of 5 and solving for the maximum return for each. Plot the efficient frontier and compare it to Figure 14.12.

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