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 tum. 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 ?
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 tum.
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 ?
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Hello,
This is not Clear, can you please do it WITHOUT excel, Just normal optimization model simplex calculation?
by Bartleby Expert
