The result of Genetic

Algorithm with function ga() in Matlab,

The result of quadratic programming with function quadprog() in Matlab

The result with solver tool for quadratic programming in excel

Optimal proportion

(x1, x2, x3)

(0.5044, 0.3245, 0.1718)

(0.5063, 0.3243, 0.1694)

(0.5063, 0.3243, 0.1693)

The lowest risk of portfolio

0.0143

0.0143

0.0151