code: public PrimitiveMatrix calculateAssetReturns(final PrimitiveMatrix assetWeights) {
          final PrimitiveMatrix tmpAssetWeights = myRiskAversion.compareTo(DEFAULT_RISK_AVERSION) == 0 ? assetWeights : assetWeights.multiply(myRiskAversion);
          return myCovariances.multiply(tmpAssetWeights);
      }
docs: If the input vector of asset weights are the weights of the market portfolio, then the ouput is the
  equilibrium excess returns.