412LP-portfolio

412LP-portfolio - 2000 0.07 0.01 0.014545455 $D$5 $ invest...

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Microsoft Excel 11.6 Answer Report Worksheet: [412LP-Portfolio.xls]Portfolio Report Created: 9/9/2010 10:13:28 AM Target Cell (Max) Cell Name Original Value Final Value $G$8 Max $ Return 0 1107.27272727 Adjustable Cells Cell Name Original Value Final Value $B$5 $ invest Treas Bonds 0 0 $C$5 $ invest Muni Bonds 0 2000 $D$5 0 5090.90909091 $E$5 $ invest GM stock 0 0 $F$5 $ invest Intel stock 0 2909.09090909 Constraints Cell Name Cell Value Formula Status Slack $G$11 Bond $ req Actual 2000 $G$11>=$I$11 Binding 0 $G$12 Invest $ limit Actual 10000 $G$12<=$I$12 Binding 0 $G$13 Risk Actual 0 $G$13<=$I$13 Binding 0
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Microsoft Excel 11.6 Sensitivity Report Worksheet: [412LP-Portfolio.xls]Portfolio Report Created: 9/9/2010 10:13:28 AM Adjustable Cells Final Reduced Objective Allowable Allowable Cell Name Value Cost Coefficient Increase Decrease $B$5 $ invest Treas Bonds 0 -0.0145454545 0.05 0.014545455 1.0000E+030 $C$5 $ invest Muni Bonds
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Unformatted text preview: 2000 0.07 0.01 0.014545455 $D$5 $ invest P&G stock 5090.909091 0.11 0.03 0.001428571 $E$5 $ invest GM stock 0 -0.0009090909 0.12 0.000909091 1.0000E+030 $F$5 $ invest Intel stock 2909.090909 0.14 0.01 0.0025 Constraints Final Shadow Constraint Allowable Allowable Cell Name Value Price R.H. Side Increase Decrease $G$11 Bond $ req Actual 2000-0.01 2000 2545.454545 2000 $G$12 Invest $ limit Actual 10000 0.1127272727 10000 1.0000E+030 5600 $G$13 Risk Actual 0 0.0272727273 5600 3200 Portfolio Decision Variables Treas BondMuni BondP&G stockGM stock Intel stock $ invest 2000 5090.909 0 2909.091 Objective Function $ Return Max 0.05 0.07 0.11 0.12 0.14 1107.27 Constraints Actual Limit Bond $ req 1 1 2000 >= 2000 Invest $ limit 1 1 1 1 1 10000 <= 10000 Risk-1.4-1.2-0.1 0.3 1 -5E-013 <=...
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This note was uploaded on 10/19/2011 for the course DS 412 taught by Professor Eng during the Spring '07 term at S.F. State.

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412LP-portfolio - 2000 0.07 0.01 0.014545455 $D$5 $ invest...

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