Based on your choice of five equities from the S&P500 in Homework 1 and the daily price data you obtained for the five years up until 28/02/2021 construct an efficient frontier for 100,000 portfolios...

Based on your choice of five equities from the S&P500 in Homework 1 and the daily price data you obtained for the five years up until 28/02/2021 construct an efficient frontier for 100,000 portfolios of these assets and choose the optimal portfolio and the minimum variance portfolio for the two separate equality constraint settings below: (a) The sum of the weights equals 1 [50] (b) The sum of the weights equals 1 and the expected portfolio target return equals [50] the median portfolio return from your simulations (numpy.median should be a useful python function) Graph the frontier, and plot each of the four portfolios chosen from both the above optimisation problems with the separate constraints