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## Homework Statement

I would like to solve for Y an optimisation problem

## Homework Equations

Max Y'C + Y'Br + αr0

Subject to : k=sqrt(Y'ΣY)

Y'e + α = 1

Where Y, C and B are columns vector of n lines.

Σ is symetric matrix of n order

e =(1,...1)' and α is a reel parameter.

I did calculus with lagrangian but i fear that i did some error.

So if someone can help to solve this fo Y and α.