On the Computation of the Efficient Frontier of the Portfolio Selection Problem

Table 8

An optimal solution.

Risk/return	Investment	Nonnull multipliers
𝑟=0.11	𝑥1=𝑥2=0.3	𝜆=0.771973
𝑅=0.0444663	𝑥3=0.159392	𝜆1=−0.0032799
	𝑥4=0.140608	𝜆2=−0.0369954
	𝑥5=0.1	𝜇5=0.00427664