

ao

ao =

    0.9000         0    0.5000    0.1000         0
         0    0.9500         0         0         0
         0         0    1.0000         0         0
         0         0         0    0.8000         0
         0         0         0         0    0.5000

sc

sc =

     0     0     5     1     0

sd

sd =

     0     0     5     1     0
     0     0     0     0     0

v2

v2 =

  1.0e+003 *

         0         0         0         0         0
         0         0         0         0         0
         0         0    2.6250   -0.0210         0
         0         0    0.1050   -0.0026         0
         0         0         0         0         0

riskpr

riskpr =

  -12.8049

c

c =

         0         0
         0         0
         0         0
    0.5000         0
         0    1.0000

c=2*c;
asseta
Asset Pricing Calculations.
      

pay =

     0     0     5     1     0

  
  
Calculating. Please Wait.
The simulated values for the marginal rate of subsitution, ...
are in the vector Y.  The columns of Y are in the order:
[mrs, payoff, asset prices, returns]
  
 risk premium is in riskpr 
 v2 is the moment matrix in asset formula
riskpr

riskpr =

  -51.2195

v2

v2 =

  1.0e+003 *

         0         0         0         0         0
         0         0         0         0         0
         0         0    2.6250   -0.0210         0
         0         0    0.1050   -0.0026         0
         0         0         0         0         0

diary off
