A B C Correlations

E[R] 10% 12% 9% A

St. Dev. 10% 9% 15% B
C

Portfolio wei A B C sum of weighSt.Dev. E[R]

Weight -0.63333368 1.54444447 0.08888921 1 11.79% 13.00%
0.24343377
10%
12%
9%
A B C
1 0.5 0.7
0.5 1 0.1
0.7 0.1 1

E[R] constraint R.F.

11% 2%
Sharpe Ratio
93.32%