BEGIN FARMPROD
     MINIMIZE
     LIST                          200
     OBJECTIVE                     VARIANCE
     NONLINEAR OBJECTIVE VARIABLES 4
     RHS                           RHS01
     BOUNDS                        BOUND01
     VERIFY GRADIENTS
END FARMPROD
NAME           FARMPROD
ROWS
 N  VARIANCE
 G  INCOME
 E  PORTFOLIO
COLUMNS
    ACD       INCOME     8.199         PORTFOLIO       1.000
    DOW       INCOME    11.366         PORTFOLIO       1.000
    UK        INCOME     6.298         PORTFOLIO       1.000
    CVX       INCOME     8.014         PORTFOLIO       1.000
RHS
    RHS01     INCOME    10.500         PORTFOLIO       1.000
BOUNDS
* LO BOUND01   ACD       -100.00
* LO BOUND01   DOW       -100.00
* LO BOUND01   UK        -100.00
* LO BOUND01   CVX       -100.00
 FX INITIAL   ACD          .250
 FX INITIAL   DOW          .250
 FX INITIAL   UK           .250
 FX INITIAL   CVX          .250
ENDRUN