W_e = e/length(R); % equal weight of each asset
W_mp = (inv(CoVar)*(R'-rf*e'))/(e*inv(CoVar)*(R'-rf*e')); %Weight of market portfolio
r_mp = R*W_mp; %Return on market portfolio
std_mp = sqrt(W_mp'*CoVar*W_mp); %Risk of market portfolio
alpha_mp = (r_req-rf)/(r_mp-rf); %long position in market portfolio
alpha_nomp = 1-alpha_mp; % Short position in risk free
risk_req = alpha_mp*std_mp; %risk for required return

cnt = 1;
for a = linspace(0,5,200)
    r_CML(cnt) = (1-a)*rf + a*r_mp; %Return, CML
    std_CML(cnt) = a*std_mp; %Risk, CML
    cnt = cnt + 1;
end
plot(std_CML,r_CML)
fprintf('---- Ecpected return and Risk of Market portfolio ---- \n                    %.4f      %.4f\n',r_mp,std_mp);
fprintf('---- Ecpected return and Risk of portfolio on the market line ---- \n                    %.4f      %.4f\n',r_req,risk_req);