| Portfolio weights |
|
| ||
x1 | x2 | x3 | Constraint | VAR(Rp) | |
0.293640514 | 0.404530008 | 0.301829478 | 1 | 3.397026204 | |
E[Rp,x] | 0.1305633 | ||||
SD(Rp,x) | 1.843102331 |