"""
Maximize sharp coefficient allocation.
"""
function max_sharpe(Σ, r̄, rf)
    one = ones(size(r̄, 1))
    invΣ = pinv(Σ, 1E-25)
    v = invΣ * (r̄ .- one * rf)
    return v
end

"""
Equal weights.
"""
function equal_weights(numA)
    return fill(1 / numA, numA)
end
