Write an R program to find the efficient frontier, the tangency portfolio, and the minimum variance portfolio, and plot on “reward-risk space” the location of each of the six stocks, the efficient...

Write an R program to find the efficient frontier, the tangency portfolio, and the minimum variance portfolio, and plot on “reward-risk space” the location of each of the six stocks, the efficient frontier, the tangency portfolio, and the line of efficient portfolios. Use the constraints that −0.1 ≤ wj ≤ 0.5 for each stock. The first constraint limits short sales but does not rule them out completely. The second constraint prohibits more than 50 % of the investment in any single stock. Assume that the annual risk-free rate is 3 % and convert this to a daily rate by dividing by 365, since interest is earned on trading as well as nontrading days.