set c crops /corn, soybean, wheat/       ;

alias (c,d);

table var(c,d) variance coefficients
         corn       soybean     wheat
corn   6662.7064   954.0056    185.9553
soybean 954.0056   254.7087     48.6759
wheat   185.9553    48.6759     75.9272  ;

parameter avg(c) average return per acre
       / corn    212.329,
         soybean 119.560,
         wheat   103.555/;

scalar iriska inverse of the risk aversion coefficient /1.1462E+05/;

variables x(c)  crop levels
          inc   expected income
          sigma variance
          ce    certainty equivalence;

positive variable x;

equations certeq certainty equivalence
          const1 total acreage constraint
          const2 expected income
          const3 variance equation;

certeq.. inc - 1/iriska * sigma =e= ce;
const1.. sum(c,x(c)) =l= 1280;
const2.. sum(c,x(c)*avg(c)) =e= inc;
const3.. sum((c,d),var(c,d)*x(c)*x(d)) =e= sigma;

model port using /all/;
solve port using nlp maximizing ce;