Scribd
Upload
47 views4 pages

Cell Name Original Value Final Value

The document provides details from a Microsoft Excel solver report, including the objective value, variable values, constraints, and sensitivity analysis. It gives the results of optimizing an investment portfolio across 5 investment amounts under various constraints to maximize return.

Uploaded by

Rahul Choudhary
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
47 views4 pages

Cell Name Original Value Final Value

The document provides details from a Microsoft Excel solver report, including the objective value, variable values, constraints, and sensitivity analysis. It gives the results of optimizing an investment portfolio across 5 investment amounts under various constraints to maximize return.

Uploaded by

Rahul Choudhary
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 4

Microsoft Excel 16.

0 Answer Report
Worksheet: [Final Case.xlsx]Sheet1
Report Created: 02-03-2021 16:42:12
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: Simplex LP
Solution Time: 0.031 Seconds.
Iterations: 6 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Max)


Cell Name Original Value Final Value
$I$3 Return 160000 172000

Variable Cells
Cell Name Original Value Final Value Integer
$B$4 Inv Amount A 0 200000 Contin
$C$4 Inv Amount B 200000 400000 Contin
$D$4 Inv Amount C 1400000 1000000 Contin
$E$4 Inv Amount D 400000 400000 Contin
$F$4 Inv Amount E 0 0 Contin

Constraints
Cell Name Cell Value Formula Status Slack
$I$10 Inv C 400000 $I$10>=$K$10 Not Binding 400000
$I$11 Inv D 400000 $I$11>=$K$11 Binding 0
$I$12 Inv E -1500000 $I$12<=$K$12 Not Binding 1500000
$I$13 Total 2000000 $I$13<=$K$13 Binding 0
$I$8 Inv A -5.820766E-11 $I$8<=$K$8 Binding 0
$I$9 Inv B 0 $I$9<=$K$9 Binding 0
Microsoft Excel 16.0 Sensitivity Report
Worksheet: [Final Case.xlsx]Sheet1
Report Created: 02-03-2021 16:42:12

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$4 Inv Amount A 200000 0 0.1 1E+030 0.02
$C$4 Inv Amount B 400000 0 0.12 1E+030 0.04
$D$4 Inv Amount C 1000000 0 0.08 0.02 0.01
$E$4 Inv Amount D 400000 0 0.06 0.02 1E+030
$F$4 Inv Amount E 0 -0.01 0.07 0.01 1E+030

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$I$10 Inv C 400000 0 0 400000 1E+030 0
$I$11 Inv D 400000 -0.02 400000 400000 400000 -8000
$I$12 Inv E -1500000 0 0 1E+030 1500000 0
$I$13 Total 2000000 0.09 2000000 1E+030 1000000 180000
$I$8 Inv A -5.820766E-11 0.02 0 400000 200000 -1.16E-12
$I$9 Inv B 0 0.04 0 400000 400000 0
A B C D E
Return 0.1 0.12 0.08 0.06 0.07 172000
Inv Amoun 200000 400000 1000000 400000 0
0.086

Inv A 0.9 -0.1 -0.1 -0.1 -0.1 -5.820766E-11 <=


Inv B -0.2 0.8 -0.2 -0.2 -0.2 7.2759576E-12 <=
Inv C -0.3 -0.3 0.7 -0.3 -0.3 400000 >=
Inv D 0 0 0 1 0 400000 >=
Inv E -0.25 -0.25 -0.25 -0.25 0.75 -500000 <=
Total 1 1 1 1 1 2000000 <=
0
0
0
400000
0
2000000

You might also like