plt.clf()
fig, ax = plt.subplots(1,1, figsize=(12,9))
_ = plt.gcf().subplots_adjust(bottom=0.2)
x = [np.mean(ca_e), np.mean(ca_rp)]
y = [np.mean(ct_e), np.mean(ct_rp)]
txt = ['efficient', 'risk-parity']
marker = ['*', 'o']
for i, txt in enumerate(txt):
    _ = plt.scatter(x[i], y[i], color = colors[i], marker = marker[i],
                s = 40)
    _ = plt.annotate('{} ({:.2f}, {:.2f})'.format(txt, x[i], y[i]), (x[i]+0.01, y[i]+0.01))
_ = plt.xlim(0,0.5)
_ = plt.ylim(0,0.5)
_ = plt.xlabel("Cross-asset weights' volatility (std)", fontsize = 9)
_ = plt.ylabel("Cross-time weights' volatility (std)", fontsize = 9)
_ = plt.title("Mapping portfolios' weights volatility")
plt.show()