看了耶鲁开放课程的金融市场有下面问题2. Stock A has a return standard deviation of 20% and stock B has a return standard deviation of 10%. Stock A has an
expected return of 20% and stock B has an expected return of 10%.

a .Plot the efficient portfolio frontier under the assumption that the two stocks returns are uncorrelated with
each other. Show points A and B on the plot. (For these plots, it would probably be easiest to use a
spreadsheet to print the plots.)
b. Show on the plot the minimum variance portfolio. Does it contain positive quantities of both A and B?
c. If the interest rate is 0%, roughly draw the tangency line on the plot. Do you think that the optimal
portfolio will contain positive quantities of both stocks? More of A or more of B?


a小问的图是自己软件制作的，还是第一问可以手工计算