Question: Continuing the previous problem, find the portfolio that achieves an expected monthly return of at least 0.01% and minimizes portfolio variance. Then use SolverTable to
Continuing the previous problem, find the portfolio that achieves an expected monthly return of at least 0.01% and minimizes portfolio variance. Then use SolverTable to sweep out the efficient frontier, as in Example 7.9. Create a chart of this efficient frontier from your SolverTable results. What are the relevant lower and upper limits on the required expected monthly return?
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