By doing the optimisation using Excel Solver, you are required to construct a

mean variance efficient portfolio frontier for any 10 randomly selected ordinary

shares listed on a stock market. For all your calculations, you should use the 60

monthly returns, sample means, standard deviations, and covariance and

correlation matrices. Plot the portfolio frontier and comment on the weights of

the portfolios along the portfolio frontier including in your discussion the

correlations among the 10 shares.