Write an R program to plot the efficient frontier and to find the allocation weight vector w corresponding to the tangency portfolio. Use the sample mean vector and sample covariance matrix of the...

Write an R program to plot the efficient frontier and to find the allocation weight vector w corresponding to the tangency portfolio. Use the sample mean vector and sample covariance matrix of the returns to estimate μ and Σ. Assume that the annual risk free rate is 1.3 %. Use the constraints that no wj can be less than −0.5 or greater than 0.5. Let μP range from 0.045 to 0.06 %. Report both the Sharpe’s Ratio and w for the tangency portfolio.