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A general problem is to allocate the investor's resources into the p assets in order to obtain a portfolio \\(\\sum c_ iX_ i\\) for which the expected return is a maximum at the same time minimizing its risk. Only the restricted problem, called the Model I portfolio analysis, is considered, where one minimizes the risk of the portfolio.    Previous work on the subject deals with a case where the p assets could be divided into two unrelated or disassociated groups and their price- change subvectors \\(Y_ 1\\) and \\(Y_ 2\\) have intra-class association pattern. 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