Essentials of Business Analytics 1st Edition by Jeffrey Camm,James Cochran,Michael Fry,Jeffrey Ohlmann ,David Anderson

Exercise 4

Refer to Problem 15. Use the model developed there to construct an efficient frontier by varying the maximum allowable variance from 20 to 60 in increments of 5 and solving for the maximum return for each. Plot the efficient frontier and compare it to Figure 10.12