Is there a published Efficient Risk-Reward Frontier a la Markowitz?

Factual Questions
1

Is there a published Efficient Risk-Reward Frontier a la Markowitz?
According to Modern Portfolio Theory

http://www.riskglossary.com/link/portfolio_theory.htm

an optimal investment portfolio should sit on the efficient frontier of risk vs reward.

This prompts 2 questions.

  1. Since there is no shortage of investment data, and the B schools churn out scads of MBAs to churn that data, I would think that an actual efficient frontier curve would be continually being calculated – say like the yield curve. However, I have not seen this curve in the popular press. Where is this curve published?

  2. How can I compute the position of my own portfolio in the risk-return space? I’m sure you can see where I’m going here; I’d like to see how close my own portfolio comes to that efficient frontier.