To select a different number of assets, return to the main menu.

Objective Function:

E(R) - 0.5 * * Var(R)

(Enter coefficient of risk aversion)

Compute:

a two-asset rebalancing to improve the objective
the portfolio that maximizes the objective

Please enter all numerical values in decimal form - e.g., a 4% mean return would be entered as .04, not 4.0.

Correlation Matrix

Asset #	Asset #
	1	2	3	4	5	6	7	8
1	1.000
2		1.000
3			1.000
4				1.000
5					1.000
6						1.000
7							1.000
8								1.000