Question: 1. formulate the problem as a NLP 2. solve the formulated model using excel solver 3. what is the mix of stocks (percentage of each

1. formulate the problem as a NLP

2. solve the formulated model using excel solver

3. what is the mix of stocks (percentage of each stock) that minimizes portfolio variance

1. formulate the problem as a NLP2. solve the formulated model using

Investment company, PMBA Inc, intends to invest a given amount of money in four stocks (Stock A, Stock B, Stock C, and Stock D). From the past data, the means and standard devlations of annual refurns have been estimated. The corretations among the annual returns on the stocks are also calculated Stock Data The company wants to find a minimum variance porffolio that yields an expected annual return of at least 10%

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