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The optimal portfolios obtained from the original problem formulation and
from the equivalent formulation are respectively: 
    0.0000    0.0000
    0.0000    0.0000
    0.1342    0.1342
    0.0000    0.0000
    0.0000    0.0000
    0.1177    0.1177
    0.1134    0.1134
    0.0123    0.0123
    0.0904    0.0904
    0.0256    0.0256
    0.0451    0.0451
    0.0437    0.0437
    0.0000    0.0000
    0.1435    0.1435
    0.0000    0.00