%% Scale the Value of a Portfolio
% Scale the value of a portfolio of three assets that are equal to 1, so all return values are rates and all weight values are in fractions of the portfolio.

PortValue = 1;
NumAssets = 3;

[A,b] = pcpval(PortValue, NumAssets)

% Portfolio weights of 40%, 10%, and 50% in the three assets satisfy the constraints.
% Copyright 2020 The MathWorks, Inc.