solver select efficient portfolio

I

iceedragon76

I have a set of 10 stocks but i need to select 5 stocks to be included in the
portfolio. How do i use solver to select these 5 stocks given that the
portfolio must be the most efficient?
 
T

Tushar Mehta

(1) Define efficient portfolio
(2) How does one compute the portfolio return and volatility based on
the portfolio constituents?
(3) Program the problem in Solver. The selection of a stock in the
portfolio will be a binary decision variable.

--
Regards,

Tushar Mehta
www.tushar-mehta.com
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