Step1-Collect historical data for 3 stocks from the Saudi stock market (TASI) Step2- compute the Return R= P1-P0/P0 Step3- compute Expected Return for each stock and the Standard Deviation and the Correlation or Covariance Step4- create 30 portfolios with these three stocks but changing the wights in each portfolio Step5- compute the Expected Return and the Standard deviation(risk) for the portfolio Step6- Draw the efficient frontier.
