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This article provides directions that allow instructors and students to build an efficient frontier for investments courses. Our step-by-step approach intends to substantially reduce or eliminate the problems in combining the steps of downloading from the internet and use the data to build the efficient frontier and the capital market line, when short sales are present or not. In a less restricted theoretical framework, the approach can be applied to any subset of assets.

A N-Assets Efficient Frontier Guideline For Investments Courses