{"text_format":"1","workbook":"xlsx","n_sheets":4,"sheets":["Introduction","Data(Step1)","Sharpe_Ratios(Step2)","Portfolio_Weights(Step3)"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":40,"comments":3,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Introduction","index":0,"n_rows":20,"n_cols":7,"rows_kept":20,"cut":false,"hidden":false,"merged":[[8,6,10,11],[15,5,17,12],[19,5,20,13]]}
[]
[null,"Assignment_2,2011-2012"]
[null,"Module :      Learning and Computational Intelligence in Economics and Finance (CF963-7-AU), CCFEA"]
[null,"Course:        MSc Computational Finance"]
[null,"Professor:    Edward Tsang"]
[null,"Student:       Riccardo Valerio Lattanzi"]
[null,"PRID:            LATTA96007"]
[]
[null,null,null,null,null,null,"STRUCTURE OF THE WORKBOOK"]
[]
[]
[]
[]
[null,null,null,"Step1 ","→"," Sheet \"Data\" contains all the data have been used for the calculations;"]
[]
[null,null,null,"Step2 ","→","Sheet \"Sharpe_Ratios\" contains all the Sharpe Ratios computed by using equally weighted portfolio Returns and Standard Deviations;"]
[]
[]
[]
[null,null,null,"Step 3","→","Sheet \"Portfolio_Weights\" contains the values of the optimal weights\nand the corrispondent value of the portfolio Sharpe Ratio;"]

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[]
[]
[null,"ORIGINAL SET OF STOCKS"]
[null,"VOD","BT","INVP","BLT","BATS","IMT","OML","PRU","KGF","GSK",null,"MORE DATA"]
[]
[null,"RETURNS OVER 500 DAYS"]
[null,"VOD","BT","INVP","BLT","BATS","IMT","OML","PRU","KGF","GSK",null,null,null,null,"STOCK PRICES",null,null,null,null,null,null,null,null,null,null,"DAILY STOCK RETURNS"]
[null,{"$f":"(P509-P10)/P10","v":0.29365079365079355},{"$f":"(Q509-Q10)/Q10","v":0.26865671641791034},1.4609571788412943E-2,0.18866709594333558,0.36277602523659319,0.17508813160987077,0.20000000000000004,0.15697674418604643,1.8779342723004713E-2,5.7858376511226245E-2]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,"TRADING DAYS","VOD","BT","INVP","BLT","BATS","IMT","OML","PRU","KGF","GSK",null,"VOD","BT","INVP","BLT","BATS","IMT","OML","PRU","KGF","GSK"]
[null,"Number of portfolios",null,"Combinations of 5 different stocks ",null,null,null,null,"Combinations of Portfolio Returns",null,null,null,null,null,1,1.26,1.34,3.97,15.53,19.02,17.02,0.9,5.16,2.13,11.58,null,0,0,0,0,0,0,0,0,0,0]
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[null,18,null,"BLT","BATS","IMT","PRU","KGF",0.188667095943336,0.36277602523659302,0.17508813160987099,0.15697674418604601,1.8779342723004699E-2,null,19,1.38,1.32,4.2069999999999999,16.649999999999999,19.559999999999999,17.52,0.93,5.6,2.0699999999999998,2.12,null,0,-6.5308671589577802E-3,-7.9783142422206604E-3,3.9143263749731805E-4,3.1196248795965463E-3,6.2417642646031193E-3,0,2.3328318324714959E-3,-1.8483405694013227E-2,-2.1952590056298271E-3]
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[null,"Computing Max Sharpe Ratio",null,null,null,null,{"$f":"Q4","v":"BT"},{"$f":"_xlfn.COVARIANCE.P($Q$5:$Q$503,P5:P503)","v":1.9013869453832568E-5},{"$f":"_xlfn.COVARIANCE.P($Q$5:$Q$503,Q5:Q503)","v":6.0303815170421638E-5},2.4935595814219621E-5,2.4275150348643966E-5,1.1455847746770125E-5,null,null,3,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":3.4331758383939516E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-3.2531573977218464E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-1.4798707564798699E-2},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-1.392361947293508E-2},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-6.4409260496356771E-3}]
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[null,"STEP1 : Choose the weights",null,null,null,null,{"$f":"S4","v":"BLT"},{"$f":"_xlfn.COVARIANCE.P($S$5:$S$503,P5:P503)","v":1.8183671022991684E-5},{"$f":"_xlfn.COVARIANCE.P($S$5:$S$503,Q5:Q503)","v":2.4275150348643966E-5},4.2684967672513293E-5,7.3946969361109042E-5,1.7082002091296432E-5,null,null,5,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":-6.5308671589577802E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":-6.7420937235835128E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":6.7046300036629185E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":-7.6092830037506106E-3}]
[null,null,null,null,null,null,{"$f":"T4","v":"BATS"},{"$f":"_xlfn.COVARIANCE.P($T$5:$T$503,P5:P503)","v":8.0816380235772007E-6},{"$f":"_xlfn.COVARIANCE.P($T$5:$T$503,Q5:Q503)","v":1.1455847746770125E-5},1.632974021025478E-5,1.7082002091296432E-5,2.3528444170213663E-5,null,null,6,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":1.0061326007895895E-2},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":9.7598372891562393E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":1.7860111268944979E-2},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":7.9946664031506753E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":-1.8649281771797694E-3}]
[null,"STEP2 : Choose the risk-free rate",null,null,null,null,null,null,null,null,null,null,null,null,7,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":1.2681031759088888E-2},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":6.9005540232493544E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":7.8501536304687088E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":7.1824144013455738E-3}]
[null,null,null,null,null,"Risk-free rate",null," Weights",null,null,null,null,"Weights' sum",null,8,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":0},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":1.5859207843070995E-2},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":1.5418771832590269E-2},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":1.605526715418444E-3}]
[null,"STEP3: Press \"Ctrl+p\" to\n               compute \n               the Sharpe Ratios",null,null,null,0.02,null,0.2,0.2,0.2,0.2,0.2,{"$f":"SUM(H11:L11)","v":1},null,9,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":9.8335027090433371E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":6.2043124012847832E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":5.0243576824538384E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":-5.4345509259893388E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":-3.9094816249826874E-3}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,10,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":-3.2531573977218464E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":-9.3400262541434038E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":-6.3671648563372119E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":-6.1793638122915658E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":2.0741086581537393E-3}]
[null,null,null,null,null,null,null,{"$f":"SQRT(MMULT(H11:L11,MMULT(H4:L8,TRANSPOSE(H11:L11))))","v":5.0880949214212462E-3},null,null,null,null,"Max Sharpe Ratio",null,11,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-3.1585192448296598E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-3.8447184534344029E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-9.4809374105030706E-4},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-1.6123388305954716E-3}]
[null,null,null,null,null,"Number of portfolios",null,"Standard Deviations",null,"Returns","Sharpe Ratios",null,{"$f":"MAX(K15:L266)","v":54.657823966166156},null,12,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":3.1585192448296911E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":1.8091831885227175E-2},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":7.1274575533418873E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":-1.8500325394786958E-3}]
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[null,"Finding optimal weights\nusing Excel Solver",null,null,null,null,{"$f":"Q4","v":"BT"},{"$f":"_xlfn.COVARIANCE.P($Q$5:$Q$503,P5:P503)","v":1.9013869453832568E-5},{"$f":"_xlfn.COVARIANCE.P($Q$5:$Q$503,Q5:Q503)","v":6.0303815170421638E-5},1.1455847746770125E-5,1.0660842690708334E-5,2.5590029676228099E-5,null,null,3,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":3.4331758383939516E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-3.2531573977218464E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-6.4409260496356771E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-5.6502740227061914E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O5,FALSE)","v":-9.7598372891562618E-3}]
[null,null,null,null,null,null,{"$f":"R4","v":"BATS"},{"$f":"_xlfn.COVARIANCE.P($R$5:$R$503,P5:P503)","v":8.0816380235772007E-6},{"$f":"_xlfn.COVARIANCE.P($R$5:$R$503,Q5:Q503)","v":1.1455847746770125E-5},2.3528444170213663E-5,1.4706831731933543E-5,1.4781888913206827E-5,null,null,4,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O6,FALSE)","v":3.4062486919114962E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O6,FALSE)","v":3.2531573977218607E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O6,FALSE)","v":5.9840144010695658E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O6,FALSE)","v":1.0328054377678406E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O6,FALSE)","v":0}]
[null,null,null,null,null,null,{"$f":"S4","v":"IMT"},{"$f":"_xlfn.COVARIANCE.P($S$5:$S$503,P5:P503)","v":6.2184654689900624E-6},{"$f":"_xlfn.COVARIANCE.P($S$5:$S$503,Q5:Q503)","v":1.0660842690708334E-5},1.4706831731933543E-5,2.5737940683832391E-5,1.0074305039257155E-5,null,null,5,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":-6.5308671589577802E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":-7.6092830037506106E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":3.5955987443032299E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O7,FALSE)","v":-4.9634195315500975E-3}]
[null,"STEP1 : Select the cell \"Sharpe \n                Ratio\"",null,null,null,null,{"$f":"T4","v":"OML"},{"$f":"_xlfn.COVARIANCE.P($T$5:$T$503,P5:P503)","v":1.6816428637765194E-5},{"$f":"_xlfn.COVARIANCE.P($T$5:$T$503,Q5:Q503)","v":2.5590029676228099E-5},1.4781888913206827E-5,1.0074305039257155E-5,6.662439156142985E-5,null,null,6,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":1.0061326007895895E-2},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":9.7598372891562393E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":-1.8649281771797694E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":4.0731316792455199E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O8,FALSE)","v":9.8707540262942487E-3}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,7,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":1.2681031759088888E-2},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":7.1824144013455738E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":8.5306107112048269E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O9,FALSE)","v":1.4397820700642518E-2}]
[null,"STEP2 : Select the Solver from\n              \"Data\" menu",null,null,null,"Risk-free rate",null," Weights",null,null,null,null,"Weights' sum",null,8,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":0},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":1.605526715418444E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":-3.4923351581927541E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O10,FALSE)","v":9.3400262541433361E-3}]
[null,null,null,null,null,0.02,null,0.30227243299286238,0,0.69772756700713778,0,0,{"$f":"SUM(H11:L11)","v":1.0000000000000002},null,9,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":9.8335027090433371E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":6.2043124012847832E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":-3.9094816249826874E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":-7.5202526479763534E-4},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O11,FALSE)","v":-4.6449050457634767E-3}]
[null,"STEP3: Define the constraints \n             (in our case the weights\n             must be >=0 and the \n             sum of the weights equal to 1)\n",null,null,null,"Portfolio number:",null,"Standard Deviation",null,"Returns","Sharpe Ratio",null,null,null,10,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":-3.2531573977218464E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":-9.3400262541434038E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":2.0741086581537393E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":2.0025141273186426E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O12,FALSE)","v":4.6449050457635383E-3}]
[null,null,null,null,null,{"$f":"'Sharpe_Ratios(Step2)'!N15","v":216},null,{"$f":"SQRT(MMULT($H$11:$L$11,MMULT($H$4:$L$8,TRANSPOSE($H$11:$L$11))))","v":4.2082883878007691E-3},null,{"$f":"$H$11*$P$2+$I$11*$Q$2+$J$11*$R$2+$K$11*$S$2+$L$11*$T$2","v":0.34188137330395851},{"$f":"(J13-F11)/H13","v":76.487479859281251},null,null,null,11,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-3.1585192448296598E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-1.6123388305954716E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-3.7623205140185361E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O13,FALSE)","v":-4.6449050457634767E-3}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,12,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":3.1585192448296911E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":-1.8500325394786958E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":1.5088416401014444E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O14,FALSE)","v":4.6449050457635383E-3}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,13,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O15,FALSE)","v":-3.2777097612359477E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O15,FALSE)","v":-6.340178031018928E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O15,FALSE)","v":3.232403410290683E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O15,FALSE)","v":-1.76082568076691E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O15,FALSE)","v":-1.4086461278605005E-2}]
[null,null,null,null,null,"Optimal values",null," Weights",null,null,null,null,null,null,14,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O16,FALSE)","v":-6.630578899013093E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O16,FALSE)","v":-1.9595556063380773E-2},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O16,FALSE)","v":6.3935147804754745E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O16,FALSE)","v":6.5045320306479602E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O16,FALSE)","v":-9.6513856761808303E-3}]
[null,"STEP4 : Select a solving method (in our case we use GRG nonlinear) and click \"Solve\" button",null,null,null,null,null,{"$f":"P4","v":"VOD"},{"$f":"Q4","v":"BT"},"BATS","IMT","OML",null,null,15,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O17,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O17,FALSE)","v":-6.733382658968428E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O17,FALSE)","v":-9.1626706994799301E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O17,FALSE)","v":-8.0195143177599158E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O17,FALSE)","v":0}]
[null,null,null,null,null,null,null,{"$f":"H34","v":0.30226140000000001},{"$f":"I34","v":0},{"$f":"J34","v":0.69765359999999998},{"$f":"K34","v":0},{"$f":"L34","v":0},null,null,16,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O18,FALSE)","v":9.9082886602489886E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O18,FALSE)","v":3.379740651380597E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O18,FALSE)","v":5.2921306939718148E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O18,FALSE)","v":-1.7741847687626911E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O18,FALSE)","v":4.8525027944121019E-3}]
[null,null,null,null,null,"Standard Deviation",null,"Returns",null,"OPTIMAL SHARPE RATIO",null,null,null,null,17,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O19,FALSE)","v":6.4821275279203713E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O19,FALSE)","v":1.3261930667836852E-2},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O19,FALSE)","v":7.9315050099653742E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O19,FALSE)","v":6.5536104483192165E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O19,FALSE)","v":1.4240439114610285E-2}]
[null,null,null,null,null,{"$f":"SQRT(MMULT($H$34:$L$34,MMULT($H$4:$L$8,TRANSPOSE($H$34:$L$34))))","v":4.2079174351904143E-3},null,{"$f":"$H$34*$P$2+$I$34*$Q$2+$J$34*$R$2+$K$34*$S$2+$L$34*$T$2+$M$34*$F$11","v":0.34185300000000007},null,{"$f":"(H20-F11)/F20","v":76.487479841779674},null,null,null,null,18,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O20,FALSE)","v":6.3867986614006608E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O20,FALSE)","v":-3.2777097612359477E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O20,FALSE)","v":-5.4231024992552898E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O20,FALSE)","v":-3.26444339244456E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O20,FALSE)","v":-9.4415562328415085E-3}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,19,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O21,FALSE)","v":3.1585192448296911E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O21,FALSE)","v":6.530867158957755E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O21,FALSE)","v":7.2158583242584902E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O21,FALSE)","v":1.0070601194302304E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O21,FALSE)","v":9.4415562328414842E-3}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,20,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O22,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O22,FALSE)","v":-6.5308671589577802E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O22,FALSE)","v":3.1196248795965463E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O22,FALSE)","v":6.2417642646031193E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O22,FALSE)","v":0}]
[null,null,null,"Total amount invested \n(British Sterling)",null,null,null,"Prices",null,null,null,null,null,null,21,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O23,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O23,FALSE)","v":-6.630578899013093E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O23,FALSE)","v":1.7726329993482815E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O23,FALSE)","v":2.9644789637390144E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O23,FALSE)","v":0}]
[null,null,null,null,null,null,null,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$P$9:$Y$10,2,FALSE)","v":1.26},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$P$9:$Y$10,2,FALSE)","v":1.34},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$P$9:$Y$10,2,FALSE)","v":19.02},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$P$9:$Y$10,2,FALSE)","v":17.02},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$P$9:$Y$10,2,FALSE)","v":0.9},null,null,22,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O24,FALSE)","v":3.1357138528585828E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O24,FALSE)","v":0},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O24,FALSE)","v":4.4203004518593772E-4},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O24,FALSE)","v":1.4746855660056548E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O24,FALSE)","v":-4.6951212083798438E-3}]
[null,null,null,100000,null,null,null," Weights",null,null,null,null,null,null,23,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O25,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O25,FALSE)","v":1.9595556063380769E-2},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O25,FALSE)","v":-1.3274421396407357E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O25,FALSE)","v":-2.9543956240535405E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O25,FALSE)","v":4.6951212083798681E-3}]
[null,null,null,null,null,null,null,{"$f":"H$11","v":0.30227243299286238},{"$f":"I$11","v":0},0.69772756700713778,0,0,null,null,24,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O26,FALSE)","v":3.1132354241429263E-3},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O26,FALSE)","v":6.3401780310189748E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O26,FALSE)","v":0},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O26,FALSE)","v":1.4797100580478597E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O26,FALSE)","v":9.240656734912641E-3}]
[null,null,null,"The arrow indicates \nthe logical sequence \nof the calculation",null,null,null,"Amount invested in each stock",null,null,null,null,null,null,25,{"$f":"HLOOKUP(P$4,'Data(Step1)'!$AA$9:$AJ$509,$O27,FALSE)","v":0},{"$f":"HLOOKUP(Q$4,'Data(Step1)'!$AA$9:$AJ$509,$O27,FALSE)","v":3.1357138528585828E-3},{"$f":"HLOOKUP(R$4,'Data(Step1)'!$AA$9:$AJ$509,$O27,FALSE)","v":4.6284041820709981E-3},{"$f":"HLOOKUP(S$4,'Data(Step1)'!$AA$9:$AJ$509,$O27,FALSE)","v":2.6997765953119322E-3},{"$f":"HLOOKUP(T$4,'Data(Step1)'!$AA$9:$AJ$509,$O27,FALSE)","v":4.5476277507206612E-3}]
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