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Cell Name Original Value Final Value

The document provides details from a solver analysis in Microsoft Excel that optimized an investment portfolio across four assets to minimize risk while satisfying budget and other constraints. The solver found an optimal solution that allocated funds of $30,000 to assets C and I, $240,000 to asset M, and achieved a maximum return of $23,400 while satisfying all constraints. A sensitivity analysis also provided details on how changes to variables or constraints would impact the optimal solution.

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Andres Velez Zapata
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52 views7 pages

Cell Name Original Value Final Value

The document provides details from a solver analysis in Microsoft Excel that optimized an investment portfolio across four assets to minimize risk while satisfying budget and other constraints. The solver found an optimal solution that allocated funds of $30,000 to assets C and I, $240,000 to asset M, and achieved a maximum return of $23,400 while satisfying all constraints. A sensitivity analysis also provided details on how changes to variables or constraints would impact the optimal solution.

Uploaded by

Andres Velez Zapata
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Microsoft Excel 16.

0 Answer Report
Worksheet: [Book1]Sheet1
Report Created: 9/3/2020 2:10:01 PM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: Simplex LP
Solution Time: 0.047 Seconds.
Iterations: 7 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Min)


Cell Name Original Value Final Value
$B$4 RIESGO MINIMO XA 0 14666.666667

Variable Cells
Cell Name Original Value Final Value Integer
$B$3 ACCIONES XA 0 333.33333333 Contin
$C$3 ACCIONES XB 0 0 Contin
$D$3 ACCIONES XC 0 833.33333333 Contin
$E$3 ACCIONES XD 0 2500 Contin

Constraints Recurso Utilizado Holgura / Excecente


Cell Name Cell Value Formula Status Slack
$F$6 PRESUPUESTO LHS 200000 $F$6=$G$6 Binding 0
$F$7 RENDIMIENTO LHS 18000 $F$7>=$G$7 Binding 0 Excedente
$F$8 MAX INVERCION A LHS 33333.33333333 $F$8<=$G$8 Not Binding 66666.6666666667 Holgura
$F$9 MAX INVERCION B LHS 0 $F$9<=$G$9 Not Binding 100000 Holgura
$F$10 MAX INVERCION C LHS 66666.66666667 $F$10<=$G$10 Not Binding 33333.3333333334 Holgura
$F$11 MAX INVERCION D LHS 100000 $F$11<=$G$11 Binding 0 Holgura
Excedente
Microsoft Excel 16.0 Sensitivity Report
Worksheet: [Book1]Sheet1
Report Created: 9/3/2020 2:10:02 PM

Valor Actual Limite superior Limite inferior


Variable Cells 3.5 Infinito 3.333333333
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$3 ACCIONES XA 333.3333333 0 10 1 0.5
$C$3 ACCIONES XB 0 0.1666666667 3.5 1E+030 0.166666667
$D$3 ACCIONES XC 833.3333333 0 4 0.4 0.8
$E$3 ACCIONES XD 2500 0 3.2 0.1333333333 1E+030

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$F$6 PRESUPUESTO LHS 200000 -2.775558E-17 200000 16666.666667 33333.33333
$F$7 RENDIMIENTO LHS 18000 0.8333333333 18000 4000 2000
$F$8 MAX INVERCION A LHS 33333.33333 0 100000 1E+030 66666.66667
$F$9 MAX INVERCION B LHS 0 0 100000 1E+030 100000
$F$10 MAX INVERCION C LHS 66666.66667 0 100000 1E+030 33333.33333
$F$11 MAX INVERCION D LHS 100000 -0.003333333 100000 50000 100000
mite inferior
Microsoft Excel 16.0 Answer Report
Worksheet: [Ejemplo 3.xlsx]Sheet1
Report Created: 9/10/2020 2:17:01 PM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: Simplex LP
Solution Time: 0.047 Seconds.
Iterations: 5 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Min)


Cell Name Original Value Final Value
$B$4 RENDIMIENTIO MAXIMO C 0 23400

Variable Cells
Cell Name Original Value Final Value Integer
$B$3 DINERO C 0 30000 Contin
$C$3 DINERO I 0 30000 Contin
$D$3 DINERO M 0 240000 Contin

Constraints
Cell Name Cell Value Formula Status Slack
$F$6 INVERCION TOTAL LHS 300000 $F$6=$G$6 Binding 0
$F$7 INDICE RIESGO LHS 0.023 $F$7=$G$7 Binding 0
$F$8 MIN INVERCION C LHS 30000 $F$8>=$G$8 Binding 0
$F$9 MIN INVERCION I LHS 30000 $F$9>=$G$9 Binding 0
$F$10 MAX INVERCION M LHS 240000 $F$10>=$G$10 Not Binding 180000
Microsoft Excel 16.0 Sensitivity Report
Worksheet: [Ejemplo 3.xlsx]Sheet1
Report Created: 9/10/2020 2:17:02 PM

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$B$3 DINERO C 30000 0 0.2 1E+030 0.14
$C$3 DINERO I 30000 0 0.1 1E+030 0.04
$D$3 DINERO M 240000 0 0.06 0.04 1E+030

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$F$6 INVERCION TOTAL LHS 300000 0.06 300000 810000 180000
$F$7 INDICE RIESGO LHS 0.023 0 0.05 0.027 1E+030
$F$8 MIN INVERCION C LHS 30000 0.14 30000 90000 30000
$F$9 MIN INVERCION I LHS 30000 0.04 30000 180000 30000
$F$10 MAX INVERCION M LHS 240000 0 60000 180000 1E+030
C I M
RENDIMIENTIO/DINERO 0.2 0.1 0.06
DINERO 30000 30000 240000
RENDIMIENTIO MAXIMO 23400
LHS RHS
INVERCION TOTAL 1 1 1 300000 300000
INDICE RIESGO 3.333333E-07 1.667E-07 3.333333E-08 0.023 0.05
MIN INVERCION C 1 30000 30000
MIN INVERCION I 1 30000 30000
MAX INVERCION M 1 240000 60000

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