我不确定如何在投资组合分析中指定无风险利率。最佳风险投资组合的计算就好像无风险利率为零，并且在绘制有效边界时，它与最佳风险投资组合不相切。请查看图形和代码。
#returns_xts contains annual returns of risky assets
funds <- colnames(returns_xts)
init_portf <- portfolio.spec(assets=funds)
fi_constr <- weight_sum_constraint(type="full_investment")
bo_constr <- box_constraint(type = "box", assets =init_portf$assets, min = 0, max = 1)
mv_constr <- list(fi_constr, bo_constr)
ret_obj <-return_objective(name="mean")
var_obj <- return_objective(name="var", risk_aversion=30)
mv_obj <- list(ret_obj, var_obj)
mv_opt <-optimize.portfolio(R=returns_xts, portfolio=init_portf, constraints=mv_constr, objectives=mv_obj, optimize_method="ROI", trace=TRUE)
#gives Objective Measure: mean 0.04226; StdDev 0.03165
print (mv_opt)
#this gives the graph which was uploaded
chart.EfficientFrontier(mv_opt, match.col = "StdDev", n.portfolios=50, rf=0.0307, xlim=c(0,0.2), ylim=c(0.02,0.08))