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Determine the equation for the efficient frontier and illustrate it in a mean-variance figure. r(f) 6% A B C St.d. E[r] A 0,00050475 -0,001578 -0,0020273

Determine the equation for the efficient frontier and illustrate it in a mean-variance figure.

r(f) 6%
A B C St.d. E[r]
A 0,00050475 -0,001578 -0,0020273 0,022467 0,0955
B -0,001578 0,005184 0,00595800 0,072000 0,0860
C -0,00202725 0,00595800 0,00902475 0,094999 0,0895
A B C Sum
Weight 0,775105384 0,1488448 0,076049767 1
E[r] 0,0936
Variance 0,0000021
St.d. 0,0014388
Sharpe ratio 23,3737

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