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Math Help - Plot two risky assets

  1. #1
    Junior Member
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    Nov 2011
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    Plot two risky assets

    So i have to plot the feasible set for two risky assets on excel as my first question, where the user inputs everything but the weights.

    So I have done weights 0-1 in steps of 0.05

    I thought I had done it correct but then my next question is:

    Plot the set of all portfolios in the feasible set that do not require negative
    weights, i.e. for which w1,w2>= 0.

    I'm very confused as I thought I did this in question 1. What have i done wrong?

    My graph for question 1 looks like a curve in the shape of a c.
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  2. #2
    MHF Contributor
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    Re: Plot two risky assets

    since no one else has replied, i will guess:

    If borrowing is allowed the a negative allocation of one asset is possible, the only constraint is w1+w2=1
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