Plot Security Market Line
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Hello,
I want to plot a Security Market Line. It should look like in the picture. My code so far:
load FundMarketCash Returns = tick2ret(TestData); Fund = Returns(:,1); Market = Returns(:,2); Cash = Returns(:,3); MeanFund = mean(Fund) MeanMarket = mean(Market)
[MM, aMM] = portalpha(Fund, Market, Cash, 'MM') [GH1, aGH1] = portalpha(Fund, Market, Cash, 'gh1') [GH2, aGH2] = portalpha(Fund, Market, Cash, 'gh2') [SML, aSML] = portalpha(Fund, Market, Cash, 'sml')
efficient = plot ([SML, aSML])
set(gca,'XTickLabel','')
set(gca,'YTickLabel','')
title('SML','Fontsize',25)
set(gca,'Fontsize',16)
ylabel('Return')
xlabel('Beta')
But I need the dotted lines and the description. I guess this is quite simple, but I cannot find a answer.
Thank you very much in advance
Best regards
Ben
1 commentaire
Walter Roberson
le 29 Mai 2017
Unfortunately the picture did not get attached
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