Question: Chapter 16

[jmelo11]

Has someone gotten to this chapter? I've been trying to change the code to support short positions as in question 4, but as far as i understand, since we are levering on the fact that 𝜔 = V−1a / a′V−1a is optimal for diagonal covariance matrix, or there is no correlation between assets and therefore no posible diversification, when we change the constaint wa=1 to wa=0 the solution turns to w_n = 0. Which other constraint could be added in order to force the problem to take a position? a minimal expected return? o should be the objective function be changed?