銘柄	収益率μ	標準偏差σ					
	A	0.02	0.3					
	B	0.08	0.4					
	C	0.14	0.6					
	R	0.01	0					
								
								
	分散共分散行列							
		A	B	C	R			
	A	0.09	0.048	0.018	0			
	B	0.048	0.16	0.12	0			
	C	0.018	0.12	0.36	0			
	R	0	0	0	0			
								
								
	ラグランジュ乗数法							
		LM2						
		=2*C10	=2*D10	=2*E10	=2*F10	1	0.02	0
		=2*C11	=2*D11	=2*E11	=2*F11	1	0.08	0
		=2*C12	=2*D12	=2*E12	=2*F12	1	0.14	0
		=2*C13	=2*D13	=2*E13	=2*F13	1	0.01	0
		1	1	1	1	0	0	1
		0.02	0.08	0.14	0.01	0	0	0.08
								
								
	行列式	=MDETERM(C18:H23)						
								
								
	A	=MMULT(MINVERSE(C18:H23),I18:I23)						
	B	=MMULT(MINVERSE(C18:H23),I18:I23)						
	C	=MMULT(MINVERSE(C18:H23),I18:I23)						
	R	=MMULT(MINVERSE(C18:H23),I18:I23)						
	λ1	=MMULT(MINVERSE(C18:H23),I18:I23)						
	λ2	=MMULT(MINVERSE(C18:H23),I18:I23)						
								
								
	A～R sum	=SUM(C29:C32)						
	A～C sum	=SUM(C29:C31)						
								
		A	=C29/C38					
		B	=C30/C38					
		C	=C31/C38					
		合計	=SUM(D40:D42)