Stock i

$a_i$

${\sigma }_{ir}$

$x_i^{opt}$

Stock 1

0.1

0.091

0.9987551

Stock 2

0.22

0.0710

0.9859565

Stock 3

0.01

0.015

−3.742564

Stock 4

0.05

0.09

1.759097

Stock 5

0.04

0.03

0.9987551