| Security i | 1 | 2 | 3 | 4 | 5 | 6 |
| proportion | 0.000 | 0.000 | 0.557 | 0.000 | 0.000 | 0.000 |
| Security i | 7 | 8 | 9 | 10 | risk-free asset |
|
| proportion | 0.000 | 0.000 | 0.000 | 0.000 | 0.443 |
|