you can try px.line as described here https://plotly.com/python/line-charts/

so your

fig = px.scatter(data, x="Volatility", y="Returns",  
          title="Efficient Frontier (Risk-Return Tradeoff)")

will become

fig = px.line(data, x="Volatility", y="Returns", markers=True,
              title="Efficient Frontier (Risk-Return Tradeoff)")