returns = [cvxopt.blas.dot(pbar, x) for x in portfolios]
risks = [np.sqrt(cvxopt.blas.dot(x, S*x)) for x in portfolios]
This is an excerpt of a code in the Capital Asset Pricing Model Video Lecture
The above code brings out an error that shows that the blas function is no longer on the whitelist. And the function is crucial for efficient frontier weights. Is there any other function that can be used to replace this?