Solver 1

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Solver 1

  1. 1. Microsoft Excel 12.0 Sensitivity Report Worksheet: [Book1]Sheet1 Report Created: 05/14/09 11:24:00 PM Adjustable Cells Final Reduced Cell Name Value Gradient $A$9 Wa 0.805511346 0 $B$9 Wb 0.268565912 0 $C$9 Wc 1.077058762 0 Constraints Final Lagrange Cell Name Value Multiplier $B$3 A 16.2 0 $B$4 B 24.6 0 $B$5 C 22.8 0 $D$3 AA 146 0 $E$4 BB 854 0 $F$5 CC 289 0 $D$4 BA 187 0 $D$5 CA 145 0 $E$5 CB 104 0
  2. 2. Microsoft Excel 12.0 Answer Report Worksheet: [Book1]Sheet1 Report Created: 05/14/09 11:30:07 PM Target Cell (Value Of) Cell Name Original Value Final Value $F$10 utility 0 22.10647 Adjustable Cells Cell Name Original Value Final Value $D$10 Port Return 0 22.10647 $E$10 Port Risk 0 0 Constraints Cell Name Cell Value Formula Status Slack $E$10 Port Risk 0 $E$10>=0 Binding 0 $D$10 Port Return 22.10647 $D$10>=0 Not Binding 22.10647
  3. 3. Microsoft Excel 12.0 Limits Report Worksheet: [Book1]Limits Report 1 Report Created: 05/14/09 11:42:42 PM Target Cell Name Value $F$12 utility 16.88090909 Adjustable Lower Target Upper Target Cell Name Value Limit Result Limit Result $A$12 Wa 0 0 16.88090909 0 16.88090909 $B$12 Wb 0.236363637 0.236363637 16.88090909 0.236363637 16.88090909 $C$12 Wc 0.763636363 0.763636363 16.88090909 0.763636363 16.88090909
  4. 4. Variance Covariance Matrix E(R)Matrix A B C A 16.2 A 146 187 145 B 24.6 B 187 854 104 C 22.8 C 145 104 289 Total Wa Wb Wc Port ReturnPort Risk utility 0.805511 0.268566 1.077059 44.21295 884.258889 22.10647 2.151136 22.10647 0 22.10647 0 0 0 0 0.236364 0.763636 23.22545 253.781818 16.88091 1 0.182189 0.060744 0.243607 10 45.23562 8.86911 0.48654 0.805511 0.268566 1.077059 44.21295 884.258889 22.10647 2.151136

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