Guided by the Vasiliki Plereu et al. paper published in 2002 that incorporated random matrix theory in finding the true correlations of a market of securities, we implement techniques intended to find minimum-risk maximum-return portfolios and sets of correlated or anti-correlated securities. We carry this out with various security datasets obtained from online packages. We go on to test certain limits of Random Matrix Theory (RMT) and propose a real application for the results.