Hi there,

This is my first post (hopefully of many).

I need assistance in creating 100 random portfolios from a list of 10 assets. I have the return history of the 10 assets and I'm able to calculate the mean and standard deviation of each asset as well as the covariance/correlation between each of the 10 assets. I want to choose to portfolio with the least variance as well the portfolio with the lowest and highest return.

Would it also be possible to introduce a limit that constrains the maximum allocation to each asset at 25%?

Many thanks for any assistance on this matter.

Regards,
Grant Hogan