Question 2 20 pts C D 1 Objective E Mini 47.1600 Constraints Market Cap 6,147 Upper Bound Lower Bound P/B 5.36 5862 5.601.90 4.032 51 Cyclical 10% 4 17 Financial 10%5 NonCyclical 120% 12 456 0.25 10 29 100% 2.11 Ticker Index Weight Market Cap (MM) Broad Sector Active Wright (bp) 14 LOXX 062% 10.514 2 AMD 0.62% 19,511 3 WWAY The data above is the result of trying to form a portfolio to match an index. You may remember this spreadsheet from your last homework, Concisely answer the following questions, a. If you want to create a portfolio that has the same weighted Market Cap as the index. what constraint would you add to the Solver? (For example. you can write El1 must equal H1 as answer) (6 points) b. If you want to create a portfolio that has the same weighted P/B as the index, what constraint would you add to the Solver? (For example, you can write "Ell must equal H1, as answer) (6 points) c. Suppose that you inputted the following constraints to the Solver: ES. C6. E7-C7 and E9-C9. Would your portfolio be sector-neutral with these constraints? Explain your answer briefly (8 points) HTML Editor 3 /UA-A Taragroan