00:01
So the solution of the problem is we have been given.
00:05
First step one, we have to decide decision variables.
00:25
So it is like x -14, large -cap, stock, chelfand, x2 is mid -cap, x -3 is small -cap, x -4 -h, energy sector, x -5 -h, l -sector, f6 is technology sector, f7 is real estate.
01:45
So in a step to formulate objective function, so we write maximize 9 .68 x1 plus 5 .91 x2 plus 15 .20 x3 plus 11 7 .74 x4 7 .34 x5 plus 16 .97 x6 plus 15 .4 x7.
03:05
In the next step, three, set up constraints, for example, 35 .3 x1 plus 32 .3x2 plus 20 .8 x3.
03:34
Plus 25 .3 x4 plus 49 .1 x5 .46 .2x6 plus 20 .5 x7 is greater than equal to.
04:00
Similarly, we can write other constraints.
04:04
So we get results in a sum of table.
04:13
So parameters we get the result is ls 0 .000000.
04:24
Ms 0 .00 s s sum of square 0 .500...