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Mackovic frontier line

in explantion of Mackovic frontier lines, each stock is given a Risk and Return. then, we can make a portfolio which has least risk and highest return.

but i do not know what is Risk in this context. pls, help me. Thanks.

"Using Wiley for my CFA journey was by far the best option… I was able to pass on my first attempt.”– Moe E., Canada

I believe you mean Markowitz, not the football coach.

The risk is denoted by sigma (total risk). 

Vancouver, B.C.

"The society that separates its scholars from its warriors will have its thinking done by cowards and its fighting by fools." -Thucydides