Question: I am trying to use solver in excel to find the max sharpe ratio for a portfolio of 5 stocks. I need to somehow set
I am trying to use solver in excel to find the max sharpe ratio for a portfolio of 5 stocks. I need to somehow set a constraint where the weights of all five stocks still add up to 1.
How would I set a constraint of this nature? I have been unable to enter weight1+weight2+weight3+weight4+weight5=1. Is there a way to do this? or another solution.
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
