APPLIED PORTFOLIO MANAGEMENT.

ASSIGNMENT.
FOR the sake of fulfillment of the required task and objected of this assignment. I First of all
fetch data on 17 industries portfolios from the web site named as
www.mba.tuck.dartmouth.edu. After generating an excel file I filtered out the unwanted data.

Following steps that I perform while making an assignment.

 First take averages return of over all 17 industries portfolio. Which is return of the
securities.
 Secondly take covariance of the 17 industries portfolio by using Data analysis option.
 At third converted the data in the form of matrix in order to apply different types of
formulas to get the one cell value Answer of portfolio Risk And portfolio Return.

AFTER that I applied different conditions and scenarios on this portfolio to get the results
according to my requirements.by using Excel Solver option.

 First I applied the scenarios to minimize the portfolio risk on excel solver
 Second I applied the scenarios to maximize the portfolio return on excel solver
 And at last I applied the scenarios by specifying the weights to certain securities in the
portfolio in order to get optimal return and minimum risk.

All the screen shots of above mention conditions and scenarios are attach below.
TABLE NO 1:
Shows the covariance of the 17 industries portfolio, Average returns and weights that are equally assigned in order to get matrix sum = 1
By Appling theses formulas
 Matrix sum =MMULT(TRANSPOSE(weight),one)
 Portfolio Variance/Risk =MMULT(MMULT(TRANSPOSE(weight),sigma),weight)
 Portfolio Return =MMULT(TRANSPOSE(weight),return)
 TABLE NO 2:
Shows the scenarios to minimize the portfolio Risk on excel solver.
TABLE NO 3:
Shows the scenarios to maximize the portfolio Return on excel solver.
TABLE NO 4:
Shows the scenarios by specifying the weights to certain securities in the portfolio in order to get optimal return and minimum risk on excel
solver.