Market	Security	ri	risk	"CorrelationA,B"			Market	Rp	Sigma_p													
I	A	0.22	0.3	0.15			I	0.261589242	0.234659406	1.114761376	0.897052967											
	B	0.31	0.32				II	0.295148765	0.211251174	1.397146151	0.715744734											
II	A	0.26	0.29	-0.06			III	0.224674321	0.183191507	1.226445067	0.815364689											
	B	0.34	0.33										Exp_port_ret									
III	A	0.18	0.2	0.09									Rp	0.3								
	B	0.41	0.38																			
								3.056234719	-3.056234719	0.537897311			Sys Eq					VRS				
								-3.056234719	3.056234719	0.462102689			0.18	0.0288	1	0.22		0				
I Market	Cov_M							0.537897311	0.462102689	-0.110130073			0.0288	0.2048	1	0.31		0				
		0.09	0.0144										1	1	0	0		1				
		0.0144	0.1024										0.22	0.31	0	0		0.3				
																						
	Sys Eq					VRS																
		0.18	0.0288	1		0							Inv_M									
		0.0288	0.2048	1		0							0	2.52323E-15	3.444444444	-11.11111111		w1	0.111111111		Rp	Sigma_p
		1	1	0		1							0	-2.52323E-15	-2.444444444	11.11111111		w2	0.888888889		0.3	0.291314602
						wi							3.444444444	-2.444444444	-2.874320988	10.56691358		lambda1	0.295753086			
		3.056234719	-3.056234719	0.537897311		w1	0.537897311		Rp	Sigma_p			-11.11111111	11.11111111	10.56691358	-40.39506173		lambda2	-1.551604938			
		-3.056234719	3.056234719	0.462102689		w2	0.462102689		0.261589242	0.234659406												
		0.537897311	0.462102689	-0.110130073		lambda1	-0.110130073											proof	1			
																						
	Proof	1.00	0.00	0.00		Proof	1						Rp	0.3								
		0.00	1.00	0.00																		
		0.00	0.00	1.00									Sys Eq					VRS				
													0.1682	-0.011484	1	0.26		0				
													-0.011484	0.2178	1	0.34		0				
II Market	Cov_M	0.0841	-0.005742										1	1	0	0		1				
		-0.005742	0.1089										0.26	0.34	0	0		0.3				
																						
	Sys Eq					VRS																
		0.1682	-0.011484	1		0							Inv_M									
		-0.011484	0.2178	1		0							0	-3.8737E-15	4.25	-12.5		w1	0.5		Rp	Sigma_p
		1	1	0		1							0	3.8737E-15	-3.25	12.5		w2	0.5		0.3	0.213023473
													4.25	-3.25	-5.6558705	18.860375		lambda1	0.002242			
	Inv Matr												-12.5	12.5	18.860375	-63.90125		lambda2	-0.31			
		2.445179085	-2.445179085	0.560640441		w1	0.560640441		Rp	Sigma_p												
		-2.445179085	2.445179085	0.439359559		w2	0.439359559		0.295148765	0.211251174								proof	1			
		0.560640441	0.439359559	-0.089254117		lambda1	-0.089254117						Sys Eq					VRS				
													0.08	0.01368	1	0.18		0				
						Proof	1						0.01368	0.2888	1	0.41		0				
													1	1	0	0		1				
Market III	Cov_M	0.04	0.00684										0.18	0.41	0	0		0.3				
		0.00684	0.1444																			
						VRS																
	Sys Eq	0.08	0.01368	1		0							Inv_M									
		0.01368	0.2888	1		0							0	8.07083E-16	1.782608696	-4.347826087		w1	0.47826087		Rp	Sigma_p
		1	1	0		1							0	-8.07083E-16	-0.782608696	4.347826087		w2	0.52173913		0.3	0.227750402
													1.782608696	-0.782608696	-0.392929149	1.450147448		lambda1	0.042115085			
	Inv_M												-4.347826087	4.347826087	1.450147448	-6.454442344		lambda2	-0.486185255			
		2.928772259	-2.928772259	0.805763824		w1	0.805763824		Rp	Sigma_p												
		-2.928772259	2.928772259	0.194236176		w2	0.194236176		0.224674321	0.183191507								proof	1			
		0.805763824	0.194236176	-0.067118257		lambda1	-0.067118257															
																						
						Proof	1