Here is the code:
\documentclass{article}
\usepackage[vmargin=1in]{geometry}
\usepackage{xfrac,fontspec,unicode-math}
\setmathfont[version=lm]{Latin Modern Math}
\setmathfont[version=cambria]{Cambria Math}
\usepackage{xgreek}
\begin{document}
\setmainfont{Latin Modern Roman}
\mathversion{lm}
\section*{Latin Modern}
This is a greek text Ελληνικό Κείμενο
$\cos φ$
\setmainfont{Cambria}
\mathversion{cambria}
\section*{Cambria, Cambria Math}
This is a greek text Ελληνικό Κείμενο
$\cos φ$
\end{document}
But in the output the Greek letters are missing, when I use Latin Modern!! In Cambria mode I have no problem with the Greek letters.