#Odredjivanje portfolia sa najmanjom disperzijom i tangentnog portfolia
r<-c(0.0427,0.0015,0.0285)
kovmat<-matrix(c(0.01,0.0018,0.0011,0.0018,0.1044^2,0.0026,0.0011,0.0026,0.0199),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
rf<-0.005
pom<-r-rf*e
pom1<-t(e)%*%kovmatI%*%pom
omegat<-(kovmatI%*%pom)/pom1[1]
rt<-t(omegat)%*%r
sigmat<-t(omegat)%*%kovmat%*%omegat
omega1<-as.matrix(c(1/3,1/3,1/3))
sigma<-t(omega1)%*%kovmat%*%omega1