minimum variance portfolio with fixed return
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I want to show a minimum variance portfolio with a fixed return of 3.5%
I got the code for the minimum variance portfolio but I don't know where to put the additional condition.
Option = optimset('Algorithm','interior-point-convex');
[w] = quadprog(KovarianzMatrix,V0,[],[],V1,Budgetrestriktion,lb,ub,[],Option);
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