#Odredjivanje portfolia sa najmanjom disperzijom
r<-c(0.11,0.09,0.05)
kovmat<-matrix(c(2,1,0,1,2,1,0,1,2),ncol=3)
kovmatI<-solve(kovmat)
e<-as.matrix(c(1,1,1))
lambda<-1/(t(e)%*%kovmatI%*%e)
omega<-kovmatI%*%e%*%lambda
rp<-t(r)%*%omega
sigmap<-t(omega)%*%kovmat%*%omega