how to plot tangent line to the efficient frontier
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Hello
I would like to plot a tangent line from point (0,0.83) to the curve defined below:
%insert a 36x7 numerical matrix
uiopen('C:\Users\hirastikanah\Desktop\closedprices.xlsx',1)
ticker={'stock1' 'stock2' 'stock3' 'stock4' 'stock5' 'stock6' 'stock7'}
Returns=price2ret(closedprices)
p=Portfolio('Name','azn')
p=p.setAssetList(ticker)
%calculate expected return and expected covariance
p=p.estimateAssetMoments(Returns)
%se default constraints (no short sale for example)
p=p.setDefaultConstraints
%finding and plotting efficient frontier
[pwgt]=p.estimateFrontier(15)
[prisk, preturns]=p.plotFrontier(15)
I have no idea how to do so.
Your help would be appreciated.
Thanks in advance.
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