Draw the mean-variance frontier in annual terms using the five ETFs assuming short-selling is not allowed. (using 2008.1.1 2013.12.1) , where annual mean = monthly mean 12, annual covariance = monthly covariance 12 You first need to find annual mean and covariance matrix. Please try 7 different target mean returns, 2%,4%,5%,5.5%,6%,8%,10%. What are the optimal weights for the following strategies? (using 2008.1.1 2013.12.1) - maximum SR portfolio assuming short-selling is allowed - maximum SR portfolio assuming short-selling is not allowed - minimum global variance portfolio - 1/N Draw the mean-variance frontier in annual terms using the five ETFs assuming short-selling is not allowed. (using 2008.1.1 2013.12.1) , where annual mean = monthly mean 12, annual covariance = monthly covariance 12 You first need to find annual mean and covariance matrix. Please try 7 different target mean returns, 2%,4%,5%,5.5%,6%,8%,10%. What are the optimal weights for the following strategies? (using 2008.1.1 2013.12.1) - maximum SR portfolio assuming short-selling is allowed - maximum SR portfolio assuming short-selling is not allowed - minimum global variance portfolio - 1/N