Question: A B C D E F G H 1 Stock 1 Stock 2 Stock 3 Max / 2 Mean return 0.43% 0.99% 0.15% Constraint 3

A B C D E F G H 1 Stock 1 Stock 2 Stock 3 Max / 2 Mean return 0.43% 0.99% 0.15% Constraint 3 Constraint value 4 Covariance matrix Stock 1 Stock 2 Stock 3 Stock 1 33.30% 6 Stock 1 0.001123363 1.88633E-05 8.54694E-05 Stock 2 33.30% 7 Stock 2 1.88633E-05 0.001752387 8.74896E-05 Stock 3 33.30% 8 Stock 3 8.54694E-05 8.74896E-05 0.000942418 Sum wghts 100.00% 9 10 RFA (risk free rate) 0.01% 11 SR 12A B C D m F G H 1 Stock 1 Stock 2 Stock 3 Min o 2 Mean return Constraint L= 3 Constraint value 4 Covariance matrix 5 Stock 1 Stock 2 Stock 3 Stock 1 6 Stock 1 Stock 2 Stock 2 Stock 3 8 Stock 3 Sum wghts 9 10 RFA (risk free rate) 0.01% 11 SR 12 13 14A B C D E F G H Stock 1 Stock 2 Stock 3 Max SR 2 Mean return Constraint 3 Constraint value 4 Covariance matrix Stock 1 Stock 2 Stock 3 Stock 1 Stock 1 Stock 2 7 Stock 2 Stock 3 8 Stock 3 Sum wghts 10 RFA (risk free rate) 0.01% 11 SR 12

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