The file AlphaBeta.csv contains alphas and betas on 50 stocks. Use linear programming to find the portfolio containing these stocks that has the maximum possible alpha subject to the portfolio’s beta...

The file AlphaBeta.csv contains alphas and betas on 50 stocks. Use linear programming to find the portfolio containing these stocks that has the maximum possible alpha subject to the portfolio’s beta being equal to zero and weights satisfying −0.25 ≤ wi ≤ 0.25 for all i = 1,..., 50. What are the 50 weights of your portfolio? What is its alpha?