Implement portfolio optimization simulation

Q: Implement portfolio optimization simulation

This question evaluates proficiency in numerical simulation, portfolio optimization, time-series data processing, and computation of risk-return metrics such as expected return, volatility, and the Sharpe ratio.

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Given price-return time series in a DataFrame, simulate random portfolio weights, compute expected return, volatility, Sharpe ratio, and return the weight vector that maximizes the Sharpe ratio.

Implement portfolio optimization simulation

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