1) Calculate the weights on the stocks that minimize risk using Excels SOLVER.
2) Compute the optimal risky portfolio (e.g. maximize Sharpe ratio)
3) Use 5 points to draw the efficient frontier using these portfolios
DateAMZNRtrnQQQRtrnSPYRtrnVZRtrnMSFTRtrnWMTRtrnIBMRtrn2012-01-04-
0.00850.00420.0016-0.01310.0235-0.0103-0.00412012-01-050.00060.00820.0027-
0.00690.0102-0.0049-0.00472012-01-060.02820.0035-0.0026-0.01570.0155-0.0071-
0.01152012-01-09-0.0222-0.00330.00240.0010-0.01320.0031-0.00522012-01-
100.00440.00730.00870.00520.0036-0.0024-0.00152012-01-11-0.00250.00210.00050.0086-
0.00430.00610.00562012-01-12-0.01660.00400.00240.00050.01010.0017-0.00972012-01-
130.0142-0.0036-0.00520.00000.00890.0007-
0.00772012-01-170.01820.00910.00390.00260.00040.00520.00472012-01-
180.04280.01330.0111-0.0003-0.00110.00270.00592012-01-190.02640.00620.0053-0.0003-
0.00390.0100-0.00302012-01-20-0.0181-0.00150.0006-0.00080.05650.00660.04432012-01-23-
0.02530.00030.0005-0.01460.0007-0.00160.00772012-01-240.0049-0.0018-0.0011-0.0159-
0.01310.00790.01032012-01-250.00430.01260.0084-0.00260.00750.0013-0.00102012-01-
260.0294-0.0035-0.0051-0.0093-0.0020-0.0081-0.00392012-01-270.01060.0030-0.0005-0.0035-
0.0092-0.0043-0.00272012-01-30-0.01650.0008-0.00340.01070.01300.00970.01072012-01-
310.01190.0013-0.00040.0013-0.00270.00100.00052012-02-01-
0.07700.00810.00880.00370.01220.01340.00012012-02-020.01260.00310.0016-0.00630.0020-
0.0039-0.00572012-02-030.03280.01370.01400.00750.00970.00150.01102012-02-06-0.0242-
0.0008-0.00070.0079-0.0013-0.0024-0.00422012-02-070.00570.00210.0025-0.00580.0050-
0.00310.00272012-02-080.00700.00530.00300.00000.0102-0.0011-0.00212012-02-09-
0.00270.00720.00130.00000.00360.00550.00092012-02-100.0030-0.0070-0.0074-0.0061-
0.0088-0.0010-0.00372012-02-130.03260.00930.00740.01170.0026-0.00180.00102012-02-14-
0.00150.0025-0.0013-0.0024-0.01080.0070-0.00212012-02-15-0.0357-0.0070-0.0047-0.0055-
0.0066-0.00740.00022012-02-16-0.02460.01370.01110.00580.04130.00450.00402012-02-
170.0143-0.00310.00260.0108-0.00130.00710.00212012-02-21-
0.00130.00280.00040.00080.0061-0.0386-0.00022012-02-22-0.0092-0.0046-0.0032-0.0073-
0.0054-0.02450.00252012-02-23-0.00940.00660.0044-0.00210.0032-0.00100.01932012-02-
240.00130.00350.00220.00030.00350.00430.00082012-02-27-0.00330.00140.0017-0.0003-
0.0041-0.0056-0.00122012-02-280.02950.01010.00290.00050.01660.00800.00232012-02-29-
0.0224-0.0045-0.0039-0.0010-0.00410.0025-
0.00632012-03-010.00190.00790.00520.00840.0173-0.00440.00412012-03-02-0.0041-0.0008-
0.00300.0062-0.00650.00320.00652012-03-050.0054-0.0103-0.00410.0085-
0.00870.00660.00932012-03-060.0046-0.0098-0.0146-0.0079-0.0075-0.0072-0.01692012-03-
070.01480.00770.00700.00470.00890.01510.00262012-03-080.02110.01080.00990.00900.0053-
0.00150.01032012-03-09-0.01770.00420.0039-0.0031-0.00060.00520.00412012-03-12-
0.00500.00050.00010.00560.00160.01000.00192012-03-130.00650.01860.01800.00410.01970.0
0530.01382012-03-14-0.01260.0035-0.0011-0.00030.00310.00130.00462012-.