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We have 5 0 0 million available. to build our portfolio. We want to invest in a mix of bonds, stocks and coverment bond up
We have million available. to build our portfolio. We want to invest in a mix of bonds, stocks and coverment bond up to year.
Bond class has an expected yield of
Bond class has an expected yield of
Bond class has an expected yield of
Share class has an expected yield of
Share class has an expected yield of
Share class has an expected yield of
Government bonds have an expected yield of
We set the following conditions:
We invest for ISK.
We invest a minimum of in government bonds.
We invest a minimum of in bonds in total, and a minimum of in each bond class separately.
We invest a maximum of in shares in total and a maximum of in each share class individually.
We invest as much in bonds combined as in stocks combined.
Build a model and maximize expected returns with SIMPLEX. What will be the return on the portfolio in and money?
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