250 THE HANDBOOK OF PORTFOLIO MATHEMATICS
Elementary Transformation Number 3
1 1.3684 2.2105 0.8947 0 0 | 1.47368
0 1 3.2857 −0.285 0 0 | 1.28571 row 2∗(1/−.36842)
0 −0.160 −0.211 −0.089 0.095 1 |−0.1473
0 0.2824 0.1313 0.0212 0.13 1 | 0.03492
0 0.0653 0.3778 −0.008 0.21 1 |−0.0147
0 0 0 0 0.085 1 | 0
Elementary Transformation Number 4
10 −2.285 1.2857 0 0 |−0.2857 row 1+(−1.368421
∗row 2)
0 1 3.2857 −0.285 0 0 | 1.28571
0 0 0.3164 −0.135 0.095 1 | 0.05904 row 3+(.16054
∗row 2)
00 −0.796 0.1019 0.13 1 |−0.3282 row 4+(−.282431
∗row 2)
0 0 0.1632 0.0097 0.21 1 |−0.0987 row 5+(−.065315
∗row 2)
0 0 0 0 0.085 1 | 0
Elementary Transformation Number 5
X 1 X 2 X 3 X 4 L 1 L 2 | Answer Explanation
10 −2.285 1.2857 0 0 |−0.2857
0 1 3.2857 −0.285 0 0 | 1.28571
00 1 −0.427 0.3002 3.1602 | 0.18658 row 3∗(1/.31643)
00 −0.796 0.1019 0.13 1 |−0.3282
0 0 0.1632 0.0097 0.21 1 |−0.0987
0 0 0 0 0.085 1 | 0
Elementary Transformation Number 6
1 0 0 0.3080 0.6862 7.2233 | 0.14075 row 1+(2.2857
∗row 3)
0 1 0 1.1196 −0.986 −10.38 | 0.67265 row 2+(−3.28571
∗row 3)
001 −0.427 0.3002 3.1602 | 0.18658
000 −0.238 0.3691 3.5174 |−0.1795 row 4+(.7966
∗row 3)
0 0 0 0.0795 0.1609 0.4839 |−0.1291 row 5+(−.16328
∗row 3)
0 0 0 0 0.085 1 | 0