Question: Reconsider the portfolio optimization problem considered in Section 11.6, where the goal was to select the portfolio that beat the market for the largest number
Reconsider the portfolio optimization problem considered in Section 11.6, where the goal was to select the portfolio that beat the market for the largest number of quarters over the last six years.
a. Use Evolutionary Solver to instead find a portfolio that did not lose money in the largest number of quarters.
b. Use Evolutionary Solver to instead find a portfolio that yielded a return of at least 10 percent for the largest number of quarters.
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