ERROR. AssetCovar must be a symmetric matrix

Question

I'm running a Global Minimum Variance Portfolio in Matlab in order to evaluate different kind of estimated covariance matrix through Sharpe Ratio of portfolio return. The problems arise when I run the code:

`

`Ri_Rf=Routsample;
mu=mean(Ri_Rf);
p_CC = Portfolio('AssetCovar',CC,'AssetMean',mu); 
p_CC = setDefaultConstraints(p_CC);
w_CC = p_CC.estimateFrontierLimits('min'); 
R_port_CC=estimatePortReturn(p_CC,w_CC); 
Risk_port_CC=estimatePortRisk(p_CC,w_CC); 
SharpeRatio_CC=R_port_CC/Risk_port_CC;`

` I get this output:

Error using Portfolio/parsearguments
AssetCovar must be a symmetric matrix.

Error in Portfolio (line 183)
            obj = parsearguments(obj, parameters, values);

I'm sure that the matrix is symmetrix because the code used to generate it assure that property. CC stands for "Constant Correlation matrix" built by Ledoit and Wolf and I took the code to implement that matrix from Wolf's website.

ERROR. AssetCovar must be a symmetric matrix

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