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markowitz
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| plt.figure(figsize=(12,8)) | |
| plt.scatter(vol_arr, ret_arr, c=sharpe_arr, cmap='viridis') | |
| plt.colorbar(label='Sharpe Ratio') | |
| plt.xlabel('Volatility') | |
| plt.ylabel('Return') | |
| plt.scatter(max_sr_vol, max_sr_ret,c='red', s=50) # red dot | |
| plt.show() |
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