Target

Portfolio weights

μ_A

x₁

x₂

x₃

Constraint 1

Constraint 2

VAR(Rp)

0.1294

0.443565

0.556562

0.001282

1

0.1800009

4.7659114

E[Rp,x]

0.18000098

SD(Rp,x)

2.18309674