Question: Excel project---using solver tool Please did the project in excel step by step and show the steps 1. Modify the inputs with the information from
Excel project---using solver tool
Please did the project in excel step by step and show the steps

1. Modify the inputs with the information from your number to get your personalized inputs. In the next steps with with your personalized inputs. There are 3 risky assets. Expected return vector is 0.1 0.15 10.25 The covariance matrix is 0.04 0.02 0.02 0.06 0.015 0.025 0.015 0.025 0.1 8 5 4 If the last 6 digits of your number is uvwxyz, where each letter represent one digit, then modify the expected return vector and the covariance matrix as u (0.1 +0. u 0.15 + 0.V V 10.25 +0. w and 0.04 + 0.0x 0.02 0.015 0.02 0.06 + 0.0y 0.025 0.015 0025 0.1 + 0.Oz z These are your personalized inputs. 5 2 1 2. Using Solver in Excel to find 10 minimum variance portfolios. Record their standard deviations and expected returns. The expected returns are equally spaced and are either increasing or decreasing. The 10 portfolios include both efficient ones and inefficient ones. Plot the 3 risky assets as one series, and the 10 frontier portfolios as another series, with each portfolio as a point. 3. Using Solver to find the global minimum variance portfolio, and record its standard deviation and expected return. Now copy the standard deviations and expected returns of the 10 frontier portfolios to another location, and add the standard deviation and expected return of the global minimum variance portfolio in the right place. Plot the 11 portfolios as a curve. This is the minimum variance frontier. 1. Modify the inputs with the information from your number to get your personalized inputs. In the next steps with with your personalized inputs. There are 3 risky assets. Expected return vector is 0.1 0.15 10.25 The covariance matrix is 0.04 0.02 0.02 0.06 0.015 0.025 0.015 0.025 0.1 8 5 4 If the last 6 digits of your number is uvwxyz, where each letter represent one digit, then modify the expected return vector and the covariance matrix as u (0.1 +0. u 0.15 + 0.V V 10.25 +0. w and 0.04 + 0.0x 0.02 0.015 0.02 0.06 + 0.0y 0.025 0.015 0025 0.1 + 0.Oz z These are your personalized inputs. 5 2 1 2. Using Solver in Excel to find 10 minimum variance portfolios. Record their standard deviations and expected returns. The expected returns are equally spaced and are either increasing or decreasing. The 10 portfolios include both efficient ones and inefficient ones. Plot the 3 risky assets as one series, and the 10 frontier portfolios as another series, with each portfolio as a point. 3. Using Solver to find the global minimum variance portfolio, and record its standard deviation and expected return. Now copy the standard deviations and expected returns of the 10 frontier portfolios to another location, and add the standard deviation and expected return of the global minimum variance portfolio in the right place. Plot the 11 portfolios as a curve. This is the minimum variance frontier
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