Results: status of optimization problem = optimal solving time = 0.46 objective = 73.3169 cvar_risk= 530 linear component of objective: 73.3169 optimal point = Columns 1 through 9 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 Columns 10 through 18 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 Columns 19 through 27 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 Columns 28 through 36 0.0123 0.0123 0.0123 0.0123 0 0 0 0 0 Columns 37 through 45 0 0 0 0 0 0 0 0 0 Columns 46 through 54 0 0 0.0097 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 Columns 55 through 63 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 0.0123 Columns 64 through 72 0.0123 0.0123 0.0230 0.0230 0.0230 0.0230 0.0230 0.0230 0.0230 Columns 73 through 81 0.0230 0.0230 0.0230 0.0230 0.0230 0.0230 0.0230 0.0230 0 Columns 82 through 90 0 0 0 0 0 0.0230 0.0230 0.0230 0.0230 Columns 91 through 99 0.0230 0.0230 0.0230 0.0230 0.0230 0.0230 0.0230 0 0.2111 Columns 100 through 108 0.3651 0.3312 0.3319 0 0 0 0 0 0 Columns 109 through 117 0 1.5432 0 0 0 0 0.3407 0.6206 0.3473 Columns 118 through 121 0.3848 0.4505 0.1236 0.0131