Upcoming SlideShare
×

Solver 1

1,237 views
1,145 views

Published on

0 Likes
Statistics
Notes
• Full Name
Comment goes here.

Are you sure you want to Yes No
• Be the first to comment

• Be the first to like this

Views
Total views
1,237
On SlideShare
0
From Embeds
0
Number of Embeds
8
Actions
Shares
0
6
0
Likes
0
Embeds 0
No embeds

No notes for slide

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