Exercise

The global minimum variance portfolio - Part One

In the previous lab you already determined the global minimum variance portfolio if short sales are allowed.

Let us do a quick recap here: use globalMin.portfolio() to calculate the global minimum variance portfolio for your four stocks when you are allowed to take short positions.

Instructions

100 XP

Use the globalMin.portfolio() function to calculate the global minimum variance portfolio here.
Use plot() to visualize the weights of your four stocks in the global minimum variance portfolio.

Take Hint (-30 XP)