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To find the capital market line for a portfolio of 2 assets, we can use numerical methods, and the secant method in particular. A full
To find the capital market line for a portfolio of 2 assets, we can use numerical methods, and the secant method in particular. A full description of the project can be downloaded, but in summary, the project involves the following: Implement and test the secant method as algorithm 2.4 in Numerical Analysis by Burden and Faires Set up a function that checks whether the tangent to the efficient frontier of a 2-asset portfolio crosses the y-axis (corresponding to sigma=0) at the risk-free interest rate. Find the root of this function using your implementation of the secant algorithm To find the capital market line for a portfolio of 2 assets, we can use numerical methods, and the secant method in particular. A full description of the project can be downloaded, but in summary, the project involves the following: Implement and test the secant method as algorithm 2.4 in Numerical Analysis by Burden and Faires Set up a function that checks whether the tangent to the efficient frontier of a 2-asset portfolio crosses the y-axis (corresponding to sigma=0) at the risk-free interest rate. Find the root of this function using your implementation of the secant algorithm
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