Expected Returns ri - rf

E(rA) 0.0200 0.0100

E(rB) 0.0400 0.0300 A
E(rC) 0.0450 0.0350 B
E(rD) 0.0653 0.0553 C
E(rE) 0.0710 0.0610 D
E

rf 0.01

Optimal weights Optimal weights in % (rescale to 1)

1.626095610061 9.93%
4.683985163518 28.59%
3.878200575068 23.67%
3.971905973889 24.24%
2.223456552068 13.57%

100.00%
 Covariance Matrix
A B C D E
0.0025 0.0000 0.0051 -0.0032 -0.0005
0.0000 0.0045 0.0009 -0.0021 0.0062
0.0051 0.0009 0.0086 0.0023 -0.0091
-0.0032 -0.0021 0.0023 0.0144 0.0019
-0.0005 0.0062 -0.0091 0.0019 0.0272