Question: This is my homework question: Plot the portfolio frontier given the five risky assets the college is investing in (you may use thesolvermodule in Excel

This is my homework question: Plot the portfolio frontier given the five risky assets the college is investing in (you may use thesolvermodule in Excel for this purpose and allow for short sales when developing the frontier)

So in the portfolio, there are only 5 risky assets and no risk-free assets. I have already generated the efficient frontier. But I do not know how to generate the CAL without risk-free assets. As I tried to generate the CAL by adding the risk-free rate into the calculation of risk premium, in order to get the CAL, the CAL is not a straight line.

Can you tell me what data I need to get CAL in this situation?

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