Question: You plan to perform a portfolio optimization exercise on a set of 1 0 stocks ( a ) You plan to set the following constraints:
You plan to perform a portfolio optimization exercise on a set of stocks
a You plan to set the following constraints: a Full Investment constraint b Position Limit constraint and c Box constraint d Group Constraint and e Return constraint. What would be the impact of each of the constraints on the final output?
b Specify at least three different portfolio objectives that can be set and explain briefly about each of the objectives
c Identify at least four different ways in which a portfolio can be optimized based on the above objectives and constraints.
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