Hi. I am working on hypothetical problem relating to optimizing expected return on investments subject to constraints. I cannot figure out how to put the linear programming model I developed into the excel format so that I can use excel solver to find the optimal solution. Would appreciate any help I could get in figuring this out. Do I need to solve for the expected return, the mean, the standard deviation, as well as have a covariance matrix? I have attached the question below, it is part B that I cannot figure out how to input into excel solver.

​Hi. I am working on hypothetical problem relating to optimizing expected return on investments subject to constraints. I cannot figure out how to put the linear programming model I developed into the excel format so that I can use excel solver to find the optimal solution. Would appreciate any help I could get in figuring this out. Do I need to solve for the expected return, the mean, the standard deviation, as well as have a covariance matrix? I have attached the question below, it is part B that I cannot figure out how to input into excel solver.    Read More

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