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Question 1. Use the data provided to perform the following analysis. Calculate the efficient frontier assuming short sales are allowed; Calculate the efficient frontier assuming

Question 1. Use the data provided to perform the following analysis.

  1. Calculate the efficient frontier assuming short sales are allowed;
  2. Calculate the efficient frontier assuming no short sales are allowed;
  3. Graph the efficient frontier for assuming short sales are allowed and the efficient frontier with no short sale allowed (use c = 0 and c = 0.01). Plot both frontiers on the same set of axes.

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