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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.plot(frontier_x,frontier_y, 'r--', linewidth=3) | |
| plt.savefig('cover.png') | |
| plt.show() |
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