| 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 |