Microsoft Excel 15.

0 Answer Report
Worksheet: [Solver.xlsx]Sheet1
Report Created: 17-02-2015 15:20:53
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: GRG Nonlinear
Solution Time: 0.015 Seconds.
Iterations: 0 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001
Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Central
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Solve Without Integ
Objective Cell (Max)
Cell
$N$12

Variable Cells
Cell
$E$4
$E$5
$E$6
$E$7
$E$8
$E$9
$E$10

Name

Original Value
11.03%

Name

Original Value
5%
10%
25%
20%
10%
25%
5%

Money Market
Gilt - Govt Securities
Corporate Bonds - Short Term
Corporate Bonds - Medium Term
Large Cap Equity
Index Fund
Commodities

Constraints
Cell
$E$10
$E$10
$E$4
$E$4
$E$5
$E$5
$E$6
$E$6
$E$7
$E$7
$E$8
$E$8
$E$9
$E$9

Name
Commodities
Commodities
Money Market
Money Market
Gilt - Govt Securities
Gilt - Govt Securities
Corporate Bonds - Short Term
Corporate Bonds - Short Term
Corporate Bonds - Medium Term
Corporate Bonds - Medium Term
Large Cap Equity
Large Cap Equity
Index Fund
Index Fund

Cell Value
5%
5%
5%
5%
10%
10%
25%
25%
20%
20%
10%
10%
25%
25%

$E$4:$E$10=Integer

onditions are satisfied.

es Central
rance 1%, Solve Without Integer Constraints, Assume NonNegative

Final Value
11.03%

Final Value
Integer
5% Integer
10% Integer
25% Integer
20% Integer
10% Integer
25% Integer
5% Integer

Formula
Status
$E$10<=0.05 Binding
$E$10>=0
Not Binding
$E$4<=0.05 Binding
$E$4>=0
Not Binding
$E$5<=0.1
Binding
$E$5>=0
Not Binding
$E$6<=0.25 Binding
$E$6>=0.1
Not Binding
$E$7<=0.2
Binding
$E$7>=0.1
Not Binding
$E$8<=0.1
Binding
$E$8>=0
Not Binding
$E$9<=0.25 Binding
$E$9>=0.1
Not Binding

Slack
0
5%
0
5%
0
10%
0
15%
0
10%
0
10%
0
15%

Microsoft Excel 15.0 Sensitivity Report

Worksheet: [Solver.xlsx]Sheet1
Report Created: 17-02-2015 15:20:53

Variable Cells
Cell
$E$4
$E$5
$E$6
$E$7
$E$8
$E$9
$E$10

Name
Money Market
Gilt - Govt Securities
Corporate Bonds - Short Term
Corporate Bonds - Medium Term
Large Cap Equity
Index Fund
Commodities

Constraints
NONE

Final
Value
0.05
0.1
0.25
0.2
0.1
0.25
0.05

Reduced
Gradient
0.0850000009
0.1199999973
0.0900000036
0.1000000015
0.1400000006
0.1299999952
0.1000000015

Money Market
Gilt - Govt Securities
Corporate Bonds - Short Term
Corporate Bonds - Medium Term
Large Cap Equity
Index Fund
Commodities

5%
10%
25%
20%
10%
25%
5%

30000 Risk
Return
1,500.00
1%
8.50%
3,000.00
6%
12%
7,500.00
12%
9%
6,000.00
8%
10%
3,000.00
10%
14%
7,500.00
12%
13%
1,500.00
8%
10%

100%

Money Market
Gilt - Govt Securities
Corporate Bonds - Short Term
Corporate Bonds - Medium Term
Large Cap Equity
Index Fund
Commodities

5%
10%
25%
20%
10%
25%
5%
100%

30000 Risk
Return
1,500.00
1%
8.50%
3,000.00
5%
12%
7,500.00
2%
9%
6,000.00
4%
10%
3,000.00
10%
14%
7,500.00
12%
13%
1,500.00
8%
10%

Risk
15.00
180.00
900.00
480.00
300.00
900.00
120.00

Return
127.50
360.00
675.00
600.00
420.00
975.00
150.00

2,895.00 3,307.50
9.65%
11.03%

Risk
15.00
150.00
150.00
240.00
300.00
900.00
120.00

Return
127.50
360.00
675.00
600.00
420.00
975.00
150.00

1,875.00 3,307.50
6.25%
11.03%

0.05%
0.60%
3.00%
1.60%
1.00%
3.00%
0.40%

0.43%
1.20%
2.25%
2.00%
1.40%
3.25%
0.50%

9.65%

11.03%

0.05%
0.50%
0.50%
0.80%
1.00%
3.00%
0.40%

0.43%
1.20%
2.25%
2.00%
1.40%
3.25%
0.50%

6.25%

11.03%