ON EXCEL:

CHOOSING $5$ SHARES PER COMPANY

The strategy you will employ relies on deciding how many shares to buy for each company.

$$ The objective is to maximimse the total expected weighted return of the investment:

$$ The expected weighted return of each company is calculated by multiplying the WGPS of that company by the number of shares bought for the company.

$$ Add the expected weighted return of investment figures for all companies.

$$ You will optimise how many shares to buy for each company:

$$ Ensure that the number of shares is a whole number, using Integer Linear Programming.

In order to control the risk of your investment strategy, use the following constraints:

$$ For a portfolio with P companies, invest no more than P $*$ $$10,000($US Dollars$)$ across all companies.

$$ Invest no more than $$10000+$ $$15000*$ V OL$/$DGr$,$ for each company.

$$ Use the previously calculated PP$11$ figure for the above calculations.

Calculate the optimum point $($number of shares to buy for each company$),$ using Integer Linear Programming.

Report your solution, along with the total amount invested, and the Total Expected Return:

$$ The total expected return is calculated by multiplying the GPS of each company by the number of shares bought, and adding it for all companies.

Report the actual return of the investment using real data:

$$ Download the actual market data for the investment period $(11$th December $2023$ to $22$nd December

$2023)$;

$$ Calculate the actual return for each #

pany, as the close price on the $22$nd December minus the open

price on the $11$th December, multiplied by the number of shares bought, and add it for all companies

NOT ALLOWED TO USE THE DATA ANALYTICS TAB ON EXCEL, MUST USE FORMULAS ETC.