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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
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© © All Rights Reserved
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Download as XLSX, PDF, TXT or read online on Scribd
24 views

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
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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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

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