Target

Portfolio weights

μ_A

x₁

x₂

x₃

Constraint 1

Constraint 2

VAR(Rp)

0.17736

0.4069278

0.533036

0.060035

1

0.169999

4.268093

E[Rp,x]

0.1699999

SD(Rp,x)

2.0659364