the problem is from maple.
It has to do with markowitz portfolio theory.
Ok Initially I have the risk and return from a given portfolio of 28 stocks.
I have defined both the return and the risk. Next I defined the covariance of the stocks also.
Next I defined some Lagrange multiplier where a and b are lambda1 and 2.
u:= j -> sum (x(i) s(i) s(j) - a - b f(i))
I then defined the next two Lagrange equations as
V:= sum(x(1)-1 = 0, i = 1 .. 28);

How do I change this equation with 28 variables

W:= 0.003000000000 x(1) + 0.004000000000 x(2) + 0.006000000000 x(3) - 0.006000000000 x(4) + 0.004000000000 x(5)   + 0.001000000000 x(6) + 0.001000000000 x(7)   + 0.004000000000 x(9) + 0.008000000000 x(10)   + 0.006000000000 x(11) + 0.01700000000 x(12)  + 0.002000000000 x(13) + 0.01300000000 x(14)   + 0.01200000000 x(15) + 0.006000000000 x(16)   + 0.001000000000 x(17...

Portfolio Return Variance

I need help in defining and solving Portfolio Return Variance in maple

sigma_p = sum sum x(i)x(j) sigma(i)sigma(j)

where [sum(x(i)r(i) = r(p))]

and [sum(x(i) = 1))]

Please help

I am trying to use Markowitz theory to optimise a portfolio. At the moment I have got

> f := proc (x) options operator, arrow; piecewise(x = 1, 0.3e-2, x = 2, 0.4e-2, x = 3, 0.6e-2, x = 4, (-1)*0.6e-2, x = 5, 0.4e-2, x = 6, 0.1e-2, x = 7, 0.1e-2, x = 8, 0, x = 9, 0.4e-2, x = 10, 0.8e-2, x = 11, 0.6e-2, x = 12, 0.17e-1, x = 13, 0.2e-2, x = 14, 0.13e-1, x = 15, 0.12e-1, x = 16, 0.6e-2, x = 17, 0.1e-2, x = 18, 0.2e-2, x = 19, 0.1e-2, x = 20, 0.12e-1, x = 21, (-1...