Now consider the policy portfolio problem facing the Harvard Management Company. Use their assumptions about real returns, risk, and correlations. Further, assume the real risk-free rate is 1%.

5. Graph the set of expected annual real returns (y-axis) and standard deviations (x-axis) that are obtainable by combining domestic equity with the risk-free asset.

I am not too sure how to approach this. Please let me know if you need to see the assignment -- I can't attach a pdf version on here for some reason.