Continuing the previous problem, find the portfolio that achieves an expected monthly return of at least 0.01% and minimizes portfolio variance. Then use SolverTable to sweep out the efficient...

Continuing the previous problem, find the portfolio that achieves an expected monthly return of at least 0.01% and minimizes portfolio variance. Then use SolverTable to sweep out the efficient frontier, as in Example 7.9. Create a chart of this efficient frontier from your SolverTable results. What are the relevant lower and upper limits on the required expected monthly return?

Example 7.9