Question: Please Help me figure this out. Use the data provided to perform the following analysis. Calculate the efficient frontier assuming short sales are allowed; Calculate

Please Help me figure this out.

Use the data provided to perform the following analysis.

  1. Calculate the efficient frontier assuming short sales are allowed;
  2. Calculate the efficient frontier assuming no short sales are allowed;
  3. Graph both frontiers on the same set of axes.
Variance-covariance matrix
A B C D E F Mean returns
A 0.0100 0.0000 0.0000 0.0000 0.0000 0.0000 0.0100
B 0.0000 0.0400 0.0000 0.0000 0.0000 0.0000 0.0200
C 0.0000 0.0000 0.0900 0.0000 0.0000 0.0000 0.0300
D 0.0000 0.0000 0.0000 0.1500 0.0000 0.0000 0.0400
E 0.0000 0.0000 0.0000 0.0000 0.2000 0.0000 0.0500
F 0.0000 0.0000 0.0000 0.0000 0.0000 0.3000 0.0550

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