That was just a typo in my question, the code in my model does have SR. Any other Ideas

Just realized that I can type it out, so this is my function:

SR:=(0.0128w1+0.0074w2+0.0385w3-0.000771)/(0.0049w1²+0.0016w2²+0.1097w3²-0.00005w1w2+0.005w1w3+0.00007w2w3)^1/2

Thanks for the reply.

My objective function has changed now; I had it wrong before.

The new one is:

S=(w1*E1+(1-w1)*E2)/stdev

It's sort of a variation of a sharpe ratio

w1=weight of stock one, 1-w1=weight of stock two, E1,E2=expected returns, stdev=portfolio standard deviation

Now I need to maximize S by choosing w1. E1,E2, and stdev are all constants and given.

There is also the constraint that w1 is between 0 and 1, and S is greater than zero

Thanks for the help...