Question
A firm of investment looking for optimal investment portfolio for its client The client wants to invest a total of 10 million SEK at most
A firm of investment looking for optimal investment portfolio for its client
The client wants to invest a total of 10 million SEK at most and demands the maximum turm.
The proposal is to invest in stocks with an expected return of 1% pa. in bonds with an expected return of 6% pa and into share certificates with an expected yield of 7% pa .
The investment tim rated the riskiness of the investment in stocks 9 points per invested Krona in bonds 8 points per invested Krona and in share certificates 5 points per invested Krona , and the cient does not want the riskiness of the investment to exceed the limit of 80 million points.
At the same time, the liquidity of the investment in stocks was rated 4 points per invested Krona in bonds, 3 points per invested Krona and in share certificates 1 points per invested Krona , and
the client wants the total liquidity of the investment to at least 20 million points .
Find optimal portfolio for the client by making the optimization model and the simplex calculation?
A firm of investment looking for optimal investment portfolio for its client
The client wants to invest a total of 10 million SEK at most and demands the maximum turm.
The proposal is to invest in stocks with an expected return of 1% pa. in bonds with an expected return of 6% pa and into share certificates with an expected yield of 7% pa .
The investment tim rated the riskiness of the investment in stocks 9 points per invested Krona in bonds 8 points per invested Krona and in share certificates 5 points per invested Krona , and the cient does not want the riskiness of the investment to exceed the limit of 80 million points.
At the same time, the liquidity of the investment in stocks was rated 4 points per invested Krona in bonds, 3 points per invested Krona and in share certificates 1 points per invested Krona , and
the client wants the total liquidity of the investment to at least 20 million points .
Find optimal portfolio for the client by making the optimization model and the simplex calculation?
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