function plotcapm(A22,sg,etag)
%plots the efficient frontier with cnsservative portfolio (sigmag,etag)
e=0:.002:.2;
s=sqrt(sg^2+A22*(e-etag).^2);
plot(s,e)
xlabel('\sigma=standard deviation of return')
ylabel('\eta=mean return')
hold on
plot(0,0,'.')
hold off
gtext('(\sigma_g,\eta_g)')
gtext('Efficient Frontier')
