| Microsoft Excel 9.0 Sensitivity Report | ||||
| Worksheet: [invest0.xls]Model | ||||
| Report Created: 10/22/2001 5:20:11 PM | ||||
| Adjustable Cells | ||||
| Final | Reduced | |||
| Cell | Name | Value | Gradient | |
| $F$5 | Portfolio Weights x(j) | 23.2% | 0.0% | |
| $G$5 | 26.4% | 0.0% | ||
| $H$5 | 50.4% | 0.0% | ||
| Constraints | ||||
| Final | Lagrange | |||
| Cell | Name | Value | Multiplier | |
| $C$5 | Return | 1.00 | 0.13 | |
| $J$5 | Weights | 100% | 111% | |