We consider a portfolio optimization problem as described on pages 155 and 185-186 of the book, with data that can be found in the file simple_portfolio_data.m.
Find minimum-risk portfolios with the same expected return as the uniform portfolio x=(1/n)1, with risk measured by portfolio return standard deviation, and the following portfolio constraints (in addition to 1Tx=1).
What is the risk of the uniform portfolio?