Quiz2 2
Quiz2 2
Quiz2 2
1 Portfolio_0
2 Modeling Risk and Realities
3
4 Govt Muni. Corp. Consumer
5 Product Group Bonds Bonds Bonds Loans
6 Expected Return, % 1.5 3.0 4.5 8.0
7 Quality Score 5.0 3.0 2.0 1.0
8
9 Minimum Quality Score 3.70
10 Minimum Investment Amount ($ millions) 20.00
11 Maximum Investment Fraction 0.50
12 Minimum Fraction of Government Bonds 0.25
13
14 Investment Amount ($ millions) 62.50 22.50 20.00 20.00
15
16 Investment Fractions, % 0.50 0.18 0.16 0.16
17
18 Risk Score Requirement 3.52 => 3.70
19 Fraction Allocated to Government Bonds 0.60 => 0.25
F G H I
1
2
3
4 Total Expected
5 Return (in $ millions)
6 4.11
7
8
9
10
11
12
13 Total Invested
14 125.00 = 125.00
15
16
17
18
19
Minimum Quality score Oprimal total expected retur
2.20 6.84
2.30 6.63
2.40 6.43
2.50 6.23
2.60 6.03
2.70 5.82
2.80 5.62
2.90 5.42
3.00 5.21
3.10 5.01
3.20 4.81
3.30 4.60
3.40 4.40
3.50 4.17
3.60 4.11
3.70 4.11
3.80 4.11
3.90 4.11
4.00 4.11
G(millions) M(millions) C(millions) L(millions)
22.50 20.00 20.00 62.50
25.63 20.00 20.00 59.38
28.75 20.00 20.00 56.25
31.88 20.00 20.00 53.13
35.00 20.00 20.00 50.00
38.13 20.00 20.00 46.88
41.25 20.00 20.00 43.75
44.38 20.00 20.00 40.63
47.50 20.00 20.00 37.50
50.63 20.00 20.00 34.38
53.75 20.00 20.00 31.25
56.88 20.00 20.00 28.13
60.00 20.00 20.00 25.00
62.50 21.25 20.00 21.25
62.50 22.50 20.00 20.00
62.50 22.50 20.00 20.00
62.50 22.50 20.00 20.00
62.50 22.50 20.00 20.00
62.50 22.50 20.00 20.00
7.00
6.00
5.00
4.00
3.00
2.00
1.00
0.00
2.00 2.50 3.00 3.50 4.00 4.50
Chart Title
70.00
60.00
50.00
40.00
30.00
20.00
10.00
0.00
4.00 4.50 5.00 5.50 6.00 6.50 7.00
00 4.50
6.50 7.00
L(millions)