Since future returns of each asset are uncertain, your team of analysts have produced six possible scenarios. More specifically, let r$\_$ia be the return of asset a in scenario i$,$ for a in A and i in $\{1,...,6\}.$ Denote r$\_$i to be the vector $($r$\_$ia$)\_$a for each scenario i$.$ Then the return of a portfolio mix x in scenario i is r$\_$i transpose x $=$ the sum of r$\_$ia $*$ x$\_$a$.$