thank you for your quick answer, we don't have any constraints and it all between 0 to 100% and still we don't understand why the return is lower than one of the stocks and the stdev is higher in the optimal than this stock. in this situation why not to take just this stock in the portfolio. another wuestion is about the number of the units: if we start in 1 unit for all stocks and in the optimal we end with for example: 0.1 unit for this stock and 3 units for that stock so what does it mean? thank you.
