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FORMALIZE THE PROBLEM AND SOLVE WITH MATLAB (WRITE THE LIST OF INSTRUCTIONS YOU USED) Consider 4 risky assets, 1,2,3,4 having respectively the following expected returns:

FORMALIZE THE PROBLEM AND SOLVE WITH MATLAB (WRITE THE LIST OF INSTRUCTIONS YOU USED) Consider 4 risky assets, 1,2,3,4 having respectively the following expected returns: 6%, 2%, 1%, 4%. The portfolio risk depending on the fraction invested in each risky asset is given by R=5x1+2x2+2x3+x4. The investor wants a portfolio return not less than 3%. Furthermore in the market it is not possible to borrow. Determine the fraction to be invested in each risky asset in order to minimize the portfolio risk.

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