求大神帮忙！！！！！刚刚用excel做了一个single index model 求efficient model 的作出来的图几乎 是直线的 不是efficient frontier 的那种曲线形状。
原题如下：Assume that the single index model (SIM) holds and re-estimate the variance-covariance matrix.Do not change your expected return parameters. Re-calculate the efficient frontier and find thetangency portfolio with this variance-covariance matrix when short sales are prohibited. Commenton the differences between your results in questions 3/4 and this question.
求问single index model具体如何用excel做efficient frontier
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