# Python: Example 3.2 
import numpy as np
investment=np.array([100,50,25])
cov_matrix=np.array([[0.000037,-0.000018,-0.000017],[-0.000018,0.000321,0.000257],[-0.000017,0.000257,0.000227]])
var_portfolio=investment.T.dot(cov_matrix).dot(investment)
stdev_portfolio=np.sqrt(var_portfolio)
var=2.33*stdev_portfolio


% Matlab: Example 3.2 
investment=[100,50,25];
cov_matrix=[0.000037,-0.000018,-0.000017;-0.000018,0.000321,0.000257;-0.000017,0.00 0257,0.000227];
var_portfolio=investment*cov_matrix*transpose(investment);
stdev_portfolio=np.sqrt(var_portfolio);
var=2.33*stdev_portfolio;


# R: Example 3.2 
investment=rbind(c(100,50,25))
cov_matrix=rbind(c(0.000037,-0.000018,-0.000017),c(-0.000018,0.000321,0.000257),c(- 0.000017,0.000257,0.000227))
var_portfolio=investment%*%cov_matrix%*%t(investment)
stdev_portfolio=sqrt(var_portfolio)
var=2.33*stdev_portfolio