# Python: Example 3.1
import numpy as np
# If you do not have numpy installed, type: 'python -m pip install -U pip' in 'cmd'; then, type 'pip install numpy'
investment=np.array([10,5])
cov_portfolio=np.array([[4e-04,6e-05],[6e-05,1e-04]])
var_portfolio=investment.T.dot(cov_portfolio).dot(investment)
stdev_portfolio=np.sqrt(var_portfolio)
var=2.33*stdev_portfolio


% Matlab: Example 3.1
investment=[10,5];
cov_portfolio=[0.0004,0.00006;0.00006,0.0001];
var_portfolio=investment*cov_portfolio*transpose(investment);
stdev_portfolio=sqrt(var_portfolio);
var=2.33*stdev_portfolio;


# R: Example 3.1
investment=rbind(c(10,5))
cov_matrix=rbind(c(4e-04,6e-05),c(6e-05,1e-04))
var_portfolio=investment%*%cov_matrix%*%t(investment)
stdev_portfolio=sqrt(var_portfolio)
var=2.33*stdev_portfolio