Mean
Variance-covariance matrix
returns mean-c
0.4000.0300.0200.0000.06-0.005
0.0300.2000.001-0.0600.05-0.015
0.0200.0010.3000.0300.070.005
0.000-0.0600.0300.1000.080.015 c10c20.065
Portolfio x0.053986Portfolio y-0.1163
0.299808-0.40674
0.060490.054355
0.585716 1.468681
total11
mean0.0693210.093985
variance0.0367380.334101
covariance0.049809
lambda 1.175205
beta z0
beta z ^20
Portfolio z0.08382
0.423598
0.061565
0.431016