Microsoft Excel 12.

0 Answer Report
Worksheet: [Copy of 3 Portfolio.xls]Model
Report Created: 10/12/2010 4:57:39 PM

Target Cell (Max)

Cell Name Original Value Final Value
$G$15 Annual Rate of Return Total Return 1.0521666667 1.0521666667

Adjustable Cells
Cell Name Original Value Final Value
$B$12 Money to be invested X1 3 3
$C$12 Money to be invested X2 1.875 1.875
$D$12 Money to be invested X3 0.6416666667 0.6416666667
$E$12 Money to be invested X4 1.4833333333 1.4833333333
$F$12 Money to be invested X5 3 3

Constraints
Cell Name Cell Value Formula
$G$18 Invest up to ` 10 million LHS 10 $G$18<=$I$18
$G$19 No more than 30% into any one investment LHS -5.5511151E-16 $G$19<=$I$19
$G$20 No more than 30% into any one investment LHS -1.125 $G$20<=$I$20
$G$21 No more than 30% into any one investment LHS -2.3583333333 $G$21<=$I$21
$G$22 No more than 30% into any one investment LHS -1.5166666667 $G$22<=$I$22
$G$23 No more than 30% into any one investment LHS 0 $G$23<=$I$23
$G$24 Limit overall risk to no more than 2.0 LHS -4.4408921E-16 $G$24<=$I$24
$G$25 At least 45% into Premium stocks and Mutual Funds LHS 0.375 $G$25>=$I$25
$G$26 The average growth potential must be at least 12% LHS -2.7755576E-17 $G$26>=$I$26
 Status Slack
Binding 0
Binding 0
Not Binding 1.125
Not Binding 2.358333333
Not Binding 1.516666667
Binding 0
Binding 0
Not Binding 0.375
Binding 0
Microsoft Excel 12.0 Sensitivity Report
Worksheet: [Copy of 3 Portfolio.xls]Model
Report Created: 10/12/2010 4:57:39 PM

Adjustable Cells
Final Reduced
Cell Name Value Cost
$B$12 Money to be invested X1 3 0
$C$12 Money to be invested X2 1.875 0
$D$12 Money to be invested X3 0.6416666667 0
$E$12 Money to be invested X4 1.4833333333 0
$F$12 Money to be invested X5 3 0

Constraints
Final Shadow
Cell Name Value Price
$G$18 Invest up to ` 10 million LHS 10 0.105216667
$G$19 No more than 30% into any one investment LHS -5.551115E-16 0.015833333
$G$20 No more than 30% into any one investment LHS -1.125 0
$G$21 No more than 30% into any one investment LHS -2.3583333333 0
$G$22 No more than 30% into any one investment LHS -1.5166666667 0
$G$23 No more than 30% into any one investment LHS 0 0.132666667
$G$24 Limit overall risk to no more than 2.0 LHS -4.440892E-16 0.013333333
$G$25 At least 45% into Premium stocks and Mutual Funds LHS 0.375 0
$G$26 The average growth potential must be at least 12% LHS -2.775558E-17 -0.55
Objective Allowable Allowable
Coefficient Increase Decrease
0.06 1.87095E+11 0.015833333
0.08 0.0084444444 0.561155556
0.1 0.02 0.361818182
0.12 1E+030 0.017272727
0.16 1E+030 0.132666667

Constraint Allowable Allowable

R.H. Side Increase Decrease
10 1E+030 10
0 0.4285714286 0.6
0 1E+030 1.125
0 1E+030 2.358333333
0 1E+030 1.516666667
0 0.15 0.45
0 0.9625 2.225
0 0.375 1E+030
0 0.09 0.03
Microsoft Excel 12.0 Limits Report
Worksheet: [Copy of 3 Portfolio.xls]Limits Report 1
Report Created: 10/12/2010 4:57:40 PM

Target
Cell Name Value
$G$15 Annual Rate of Return Total Return 1.052166667

Adjustable Lower Target Upper

Cell Name Value Limit Result Limit
$B$12 Money to be invested X1 3 3 1.052166667 3
$C$12 Money to be invested X2 1.875 1.875 1.052166667 1.875
$D$12 Money to be invested X3 0.641666667 0.641666667 1.052166667 0.641666667
$E$12 Money to be invested X4 1.483333333 1.483333333 1.052166667 1.483333333
$F$12 Money to be invested X5 3 3 1.052166667 3
 Target
Result
1.052166667
1.052166667
1.052166667
1.052166667
1.052166667
 KINGS TRUST CORPORATION: PORTFOLIO MANAGEMENT
Definition of decision variables:

X1 = ` invested in Premium Stocks

X2 = ` invested in Mutual Funds
X3 = ` invested in Bank Deposit
X4 = ` invested in Corporate Bonds
X5 = ` invested in Real estate

Decisions Variables: X1 X2 X3 X4 X5
Money to be invested 3 1.875 0.641667 1.483333 3

Objective Function: Total Return

Annual Rate of Return 0.06 0.08 0.1 0.12 0.16 1.052166667

Constraints: LHS
Invest up to ` 10 million 1 1 1 1 1 10
No more than 30% into any on 0.7 -0.3 -0.3 -0.3 -0.3 -5.5511E-16
No more than 30% into any on -0.3 0.7 -0.3 -0.3 -0.3 -1.125
No more than 30% into any on -0.3 -0.3 0.7 -0.3 -0.3 -2.35833333
No more than 30% into any on -0.3 -0.3 -0.3 0.7 -0.3 -1.51666667
No more than 30% into any on -0.3 -0.3 -0.3 -0.3 0.7 0
Limit overall risk to no more t 0 -0.2 -2 -0.5 0.8 -4.4409E-16
At least 45% into Premium st 0.55 0.55 -0.45 -0.45 -0.45 0.375
The average growth potential 0.03 -0.04 -0.12 -0.12 0.08 -2.7756E-17
ANAGEMENT

Rate of return 10.522%

Type RHS Units

<= 10 millians of rupees
<= 0
<= 0
<= 0
<= 0
<= 0
<= 0
>= 0
>= 0