Risk aversion (alpha):

Assets' Parameters
Asset Mean Std Dev
1
2
3
4
5


Correlation Matrix
Asset 1 2 3 4 5
1 1.000
2 1.000
3 1.000
4 1.000
5 1.000

Portfolio Weights and Bounds
Asset Initial Weight Lower Bound Upper Bound
1
2
3
4
5