Global Minimum Variance for a Portfolio of Any Size Using Differential Calculus, Linear Algebra, and C# (Part 1)
![11.5 Efficient portfolios with two risky assets and a risk-free asset | Introduction to Computational Finance and Financial Econometrics with R 11.5 Efficient portfolios with two risky assets and a risk-free asset | Introduction to Computational Finance and Financial Econometrics with R](https://bookdown.org/compfinezbook/introcompfinr/11-introductionPortfolioTheory_files/figure-html/fig-IntroPortTangency-1.png)
11.5 Efficient portfolios with two risky assets and a risk-free asset | Introduction to Computational Finance and Financial Econometrics with R
![11.5 Efficient portfolios with two risky assets and a risk-free asset | Introduction to Computational Finance and Financial Econometrics with R 11.5 Efficient portfolios with two risky assets and a risk-free asset | Introduction to Computational Finance and Financial Econometrics with R](https://bookdown.org/compfinezbook/introcompfinr/11-introductionPortfolioTheory_files/figure-html/fig-IntroPortEfficientB-1.png)