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Optimal capital allocation to efficient frontier portfolios

`[RiskyRisk,RiskyReturn,RiskyWts,RiskyFraction,OverallRisk,OverallReturn] = portalloc(PortRisk,PortReturn,PortWts,RisklessRate)`

`[RiskyRisk,RiskyReturn,RiskyWts,RiskyFraction,OverallRisk,OverallReturn] = portalloc(___,BorrowRate,RiskAversion)`

`portalloc(PortRisk,PortReturn,PortWts,RisklessRate,BorrowRate,RiskAversion)`

`[`

calculates the optimal risky portfolio and the optimal allocation of funds
between that risky portfolio of `RiskyRisk`

,`RiskyReturn`

,`RiskyWts`

,`RiskyFraction`

,`OverallRisk`

,`OverallReturn`

] = portalloc(`PortRisk`

,`PortReturn`

,`PortWts`

,`RisklessRate`

)`NASSETS`

and the risk-free
asset.

`[`

specifies options using one or more optional arguments in addition to the input
arguments in the previous syntax. `RiskyRisk`

,`RiskyReturn`

,`RiskyWts`

,`RiskyFraction`

,`OverallRisk`

,`OverallReturn`

] = portalloc(___,`BorrowRate`

,`RiskAversion`

)

`portalloc(`

when invoked without any output arguments, a graph of the optimal capital
allocation decision is displayed.`PortRisk`

,`PortReturn`

,`PortWts`

,`RisklessRate`

,`BorrowRate`

,`RiskAversion`

)

[1] Bodie, Z., Kane, A., and A.
Marcus. *Investments.* McGraw-Hill Education, 2013.