Optimal portfolio composition for 9 risky and one risk-free assets (with the Aptech Gauss codes)

The project for Economics of Financial Markets. By using Lagrange method and keeping returns as constant we chose weights to minimize variance of portfolio returns. The write up for the project gives the Lagrangian determination and discusses the results. These are the Aptech Gauss codes for the project. And the inputs files for the code.

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