Maximization problem - MaplePrimes

Question:Maximization problem

Posted: kjames05 0

February 15 2012

I'm having trouble maximizing this funciton:

S= (w1*E1+w2*E2+w3*E3)/(CoVar[1,2]), subject to the constraint w1+w2+w3=1

I need it to choose w1, w2, and w3 to maximize S

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