INVEST.XLS			Investment Non-Linear Program: Equal Probability Scenarios
		Avg. Portfolio	Portfolio		Portfolio Weights x(j)				Sum of Portfolio
		Return	Stnd. Dev.		1	2	3		Weights
	Min Return	1.00							100%
			Portfolio
			Return		Security returns by scenario
		Scenario	by Scenario		1	2	3
		1			5.51	1.95	2.56
		2			-1.24	2.26	0.16
		3			5.46	-4.07	-0.64
		4			-1.90	3.59	0.30
				Average
				StdDev
					Correlations
				Sec1 vs. Sec2
				Sec1 vs. Sec3
				Sec2 vs. Sec3