Question: Computemonthly returns from the downloaded stockmarket prices. Compute the vector of historical average returns and the sample variancecovariance matrix. Compute the minimum variance portfolio weights
Computemonthly returns from the downloaded stockmarket prices. Compute the vector of historical average returns and the sample variancecovariance matrix. Compute the minimum variance portfolio weights and the portfolio volatility and average returns. Visualize the mean-variance efficient frontier. Choose one of your assets and identify the portfolio which yields the same historical volatility but achieves the highest possible average return.
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