rNew = [0]*len(data1)/25
#Forlykkja hér
For i in range(len(data1)/25):
    S = std(data1[i:i+25])*sqrt(252); %Standard deviation for assets
    C = cov(data1[i:i+25])*252; %Annual Covariance
    r = mean(data1[i:i+25])*252; %Annual asset return
    minR = (e*inv(C)*r') / (e*inv(C)*e') %expected return of min-var portfolio
    AminR = (e*inv(C)) / (e*inv(C)*e') %Asset allocation for min-var portfolio
    varminR = 1 / (e*inv(C)*e') %Varinace of min-var portfolio
    stdminR = 1 / (sqrt(e*inv(C)*e')) %standard deviation of min-var portfolii
    rNew = r'*w %the demand that the portfolio delivers the returns