Get the efficient frontier

def efficient_frontier(self, points):
        """Get the efficient frontier"""
        mu, sigma, weights = [], [], []
        # remove the 1, to avoid duplications
        a = np.linspace(0, 1, points / len(self.w))[:-1]
        b = list(range(len(self.w) - 1))
        for i in b:
            w0, w1 = self.w[i], self.w[i + 1]
            if i == b[-1]:
                # include the 1 in the last iteration
                a = np.linspace(0, 1, points / len(self.w))
            for j in a:
                w = w1 * j + (1 - j) * w0
                weights.append(np.copy(w))
                mu.append(np.dot(w.T, self.mean)[0, 0])
                sigma.append(np.dot(np.dot(w.T, self.cov_matrix), w)[0, 0] ** 0.5)
        return mu, sigma, weights