在权值约束下的平均方差优化。

I would like to find the weights for the portfolio that maximises the sharpe ration for a 3 risky assets case. The sum of the weights of all assets should equal 2, the weight of asset1 is forced to 1 and all assets weights >=0 (i.e the problem would be to maximise the portfolio risk adjusted return by adjusting only the weights for asset asset 2 and 3 subject to them not being more than 1 and >=0). Is this the right way of programing the problem using quadprog ? I would like to find the weights for the portfo