Question: please use the excel solver for computation and conclusion for either word or hand thanks Question (5) The following are the potential shares to be

please use the excel solver for computation and conclusion for either

please use the excel solver for computation and conclusion for either word or hand thanks

Question (5) The following are the potential shares to be included in a portfolio. Perform stock allocation (W in %) for an optimal portfolio based on a Single Index Model (Cut-Off Method) given the following information. Mean Return Beta Variance No Share % 20 40 40 10 1 2 3 4 5 6 7 8 9 10 Risk free rate % 5 5 5 5 5 5 5 5 5 5 % 11.0 17.0 11.0 16.0 7.0 12.0 8.0 15.0 6.0 11.0 A B D E F G H I J 16 Variance KLCI % 10 10 10 10 10 10 10 10 10 10 1.0 1.5 1.2 2.0 0.8 1.5 1.0 1.0 1.2 2.0 30 20 50 6 40 (15 marks) Question (5) The following are the potential shares to be included in a portfolio. Perform stock allocation (W in %) for an optimal portfolio based on a Single Index Model (Cut-Off Method) given the following information. Mean Return Beta Variance No Share % 20 40 40 10 1 2 3 4 5 6 7 8 9 10 Risk free rate % 5 5 5 5 5 5 5 5 5 5 % 11.0 17.0 11.0 16.0 7.0 12.0 8.0 15.0 6.0 11.0 A B D E F G H I J 16 Variance KLCI % 10 10 10 10 10 10 10 10 10 10 1.0 1.5 1.2 2.0 0.8 1.5 1.0 1.0 1.2 2.0 30 20 50 6 40 (15 marks)

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