You are given the variance-covariance for four assets, their returns and standard deviations. Perform the following analysis.

a.    For constant c = 0 and c = 0.05, find the efficient portfolios for each case;

b.    Let the efficient portfolio for c = 0 as portfolio 1 and the other as portfolio 2, use Data Table to find the efficient frontier for portfolio 1 weight ranging from -1.4 to 2.85 with 0.25 increment;

c.     Impose no short sale on portfolio 2. Find the efficient frontier with no short sale;

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Variance-covariance 0.01 0.30 0.06 -0.04 0.10 0.01 0.03 0.05 0.03 0.06 0.40 0.02 0.05 -0.04 0.02 0.50 Mean returns St. dev. 6% 8% 10% 15% 31.62% 54.77% 63.25% 70.71% Variance-covariance 0.01 0.30 0.06 -0.04 0.10 0.01 0.03 0.05 0.03 0.06 0.40 0.02 0.05 -0.04 0.02 0.50 Mean returns St. dev. 6% 8% 10% 15% 31.62% 54.77% 63.25% 70.71%

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a Efficient portfolios for c 0 and c005 For c 0 Minimize ww ... View the full answer