%q2001a.m
% asset only


e = [0 2 6];
sd = [0 10 18];
cc = [1 0 0; 0  1 .4; 0 .4 1];

cv = (sd'*sd).*cc;


lbd = [-1 -1 -1];
ubd = [2 2 2];
x0 = [1 0 0];
minMUchg = .0001;

rt = 75;

[x,mixe,mixsd]  = wfsqp(rt,e,cv,lbd,ubd,x0,minMUchg);

x
mixe
mixsd

xe = x.*e';
prope = xe/sum(xe);
prope

mr = 2*cv*x;
mr

xmr = x.*mr;
propmr = xmr/sum(xmr);
propmr


