0 Answer Report
Worksheet: [Book1]Sheet1
Report Created: 1/25/2016 6:03:56 PM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: GRG Nonlinear
Solution Time: 0 Seconds.
Iterations: 0 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001
Convergence 0.0001, Population Size 10000, Random Seed 0, Derivatives Forward
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNeg
Variable Cells
Cell Name Original Value Final Value
$C$18 Optimum % = A 33.33% 33.33%
$D$18 Optimum % = B 33.33% 33.33%
$E$18 Optimum % = C 33.34% 33.34%
Constraints
Cell Name Cell Value Formula
$E$19 C 100.00% $E$19=1
$G$18 Optimum % = Covariance Matrix 11.860279 $G$18>=$G$19
$C$18 Optimum % = A 33.33% $C$18>=0
$D$18 Optimum % = B 33.33% $D$18>=0
$E$18 Optimum % = C 33.34% $E$18>=0
nditions are satisfied.
ves Forward
nce 1%, Assume NonNegative
Integer
Contin
Contin
Contin
Status Slack
Binding 0
Not Binding 11.740279
Not Binding 33.33%
Not Binding 33.33%
Not Binding 33.34%
Returns
Company Infosys HUL HDFC
1 0.32 0.10 0.83
2 0.35 -0.01 0.14
3 -0.29 0.11 0.57
4 -0.08 0.01 -0.41
5 0.98 0.20 0.92
6 0.24 0.43 0.29
7 -0.12 0.14 -0.04
8 0.01 0.30 0.23
9 0.14 0.44 0.07
10 0.35 -0.10 0.49
Average Returns = 0.19 0.16 0.31
145.80 0.83
267.36 0.14
303.96 0.57
475.95 -0.41
282.44 0.92
543.44 0.29
701.20 -0.04
673.30 0.23
826.25 0.07
883.90 0.49
1315.70 -1.00