What is the correct way to write out the non-linear program for part a? Financial planner Minnie Margin has a substantial number of clients who wish to own a mutual fundportfolio that matches, as a whole, the performance of the Russell 2000 index. Her task is todetermine what proportion of the portfolio should be invested in each of the five mutual funds listedbelow so that the portfolio most closely mimics the performance of the Russell 2000 index.Annual ReturnsInternationalStockLarge-Cap ValueMid-Cap ValueSmall-Cap GrowthShort-Term BondRussell 2000IndexYear 122.3715.4817.4223.189.2620Year 226.7319.6420.0712.368.8122Year 34.8611.50-4.973.256.158Year 42.17-5.25-1.693.814.042a) Write out the (non-linear) program that would produce a portfolio that most closely mimics theperformance of the Russell 2000 Index.b) Use Excel's Solver with "GRG Non-Linear" as the solution algorithm: what is the optimal solution,i.e., what percentages should be invested in each of the five funds?

Given:- The portfolio has to close mimic the rule 2000 index will be minimum to the…

Answered: What is the correct way to write out…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

Kevin is an auto mechanic. He spends 2 hours when he replaces the shocks on a car and 2 hours when he replaces the brakes. He works no more than 54 hours a week. He routinely completes at least 2 shocks replacements and 6 brake replacements a week. If he charges $500 for labor replacing shocks and $300 in labor for replacing brakes, how many jobs of each type should he complete a week to maximize his income? Kevin should do enter your response here shock replacements and enter your response here brake replacements every week to maximize his weekly income.
Does the average person really need to deal with the complexities of dynamic programming?
Laura is a human resources director for a manufacturing plant. She has become concerned with the number of safety violations that have been reported by supervisors. She decides to start a safety seminar that all employees will need to attend. Using her computer, she creates a spreadsheet that will track the number of violations over the next six months as all employees attend the seminar. The x-axis will represent the number of employees who have completed the seminar and the y-axis will represent the number of safety violations reported. The spreadsheet will automatically create a scatterplot with a line of best fit. What does she hope to see as she implements her plan? O a positive correlation, indicating safety improvement O a negative correlation, indicating safety improvement O no correlation, indicating safety improvement O a curving line that starts out as a positive correlation and turns negative to indicate safety improvement
Please use R-programming. Please provide the source code that makes the program run, and then screenshot the output. Question: Suppose a parallel reliability system consists of cables of wires holding a bridge andthat one of them must have at least 90 wires. If the reliability of a single wire is 0.25 what is a minimal number of wires counted from 90 (or more) should that cable have in order to maintain the reliability of the system to at least 0.95?
b. Number of boys and girls in each block: Let's say you want to graph the number of boys and girls in each grade level in a school. You have five grade levels: kindergarten, first grade, second grade, third grade, and fourth grade. In kindergarten, there are 15 boys and 10 girls. In first grade, there are 20 boys and 18 girls. In second grade, there are 12 boys and 14 girls. In third grade, there are 16 boys and 20 girls. In fourth grade, there are 18 boys and 16 girls.Make an appropriate graph for this situation in EXCELShow the steps on how you made it
A manufacturer of skis produces two models: a regular ski and a slalom ski. A set of regular skis produces a $25 profit and a set of slalom skis produces a profit of $50. The manufacturer expects a customer demand of at least 200 pairs of regular skis and at least 80 pairs of slalom skis. The maximum number of pairs of skis that can be produced by this
Q3- You may need to use the appropriate technology to answer this question. The product development group at Landon Corporation has been working on a new computer software product that has the potential to capture a large market share. Through outside sources, Landon's management learned that a competitor is working to introduce a similar product. As a result, Landon's top management increased its pressure on the product development group. The group's leader turned to PERT/CPM as an aid to scheduling the activities remaining before the new product can be brought to the market. The activity time estimates (in weeks) are listed in the following table. Activity Optimistic Most Probable Pessimistic A 3 4 5 B 3 3.5 7 C 4 5 6 D 2 3 4 E 5 8 11 F 8.5 9.5 13.5 G 4.5 6 7.5 H 6 7 14 I 2 2.5 6 J 4 5 6 (a) Develop an activity schedule for this project and identify the critical path activities. (Enter your answers as a comma-separated list.) (b) Based solely…
Muir Manufacturing produces two popular grades of commercial carpeting among its many other products. In the coming production period, Muir needs to decide how many rolls of each grade should be produced in order to maximize profit. Each roll of Grade X carpet uses 50 units of synthetic fiber, requires 25 hours of production time, and needs 20 units of foam backing. Each roll of Grade Y carpet uses 40 units of synthetic fiber, requires 28 hours of production time, and needs 15 units of foam backing. The profit per roll of Grade X carpet is $200, and the profit per roll of Grade Y carpet is $160. In the coming production period, Muir has 3000 units of synthetic fiber available for use. Workers have been scheduled to provide at least 1800 hours of production time (overtime is a possibility). The company has 1500 units of foam backing available for use. What are the binding constraints of the feasible region of the optimal solution? Constraint 2 only Constraint 1 only…

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS