% AssignmentII
clc
clear all;
close all;
c = [1.1 1.2]
H = [0.01 -0.9999*0.025;-0.9999*0.025 0.0625]

H_inv = inv(H)

e= ones(size(c))
alpha =e*H_inv*transpose(c)
sigma =c*H_inv*transpose(c)
delta =e*H_inv*transpose(e)

w = H_inv*transpose(e)/delta
sigma2 = 1/delta
Rmin = alpha/delta