I have gathered stock prices from 15 companies over a year. I calculated the averages, yearly volatilizes, and the correlation matrix.
I was asked to find the optimum weight for each stock with a required 10% return and I had to minimize variance. I solved this question.
However, I was then asked to find appropriate weights to optimize the risk-return of the portfolio.
As a student, I did not realize the difference in the questions. Thank you for your help.