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The solution and analysis of the welte mutual funds problem using microsoft excel's solver, sensitivity report, and limits report. The problem involves optimizing the investment in various mutual funds, including atlantic oil, pacific oil, midwest steel, huber steel, and gov't bonds, to maximize the total return within the given constraints. The report includes the final values of the variable cells, constraint multipliers, and objective function limits.
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Microsoft Excel 16.0 Answer Report Worksheet: [Welte.xlsx]Model Report Created: 04-10-2021 14:15: Result: Solver found a solution. All Constraints and optimality conditions are satisfied. Solver Engine Engine: GRG Nonlinear Solution Time: 0.016 Seconds. Iterations: 0 Subproblems: 0 Solver Options Max Time 100 sec, Iterations 100, Precision 0. Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Forward, Require Bounds Max Subproblems 5000, Max Integer Sols 5000, Integer Tolerance 5%, Assume NonNegative Objective Cell (Max) Cell Name Original Value Final Value $B$20 Max Total Return Amount Invested ₹8,000.00 ₹8,000. Variable Cells Cell Name Original Value Final Value Integer $B$14 Atlantic Oil Amount Invested ₹20,000.00 ₹ 20,000.00Contin $B$15 Pacific Oil Amount Invested ₹30,000.00 ₹ 30,000.00Contin $B$16 Midwest Steel Amount Invested ₹ 0.00 ₹0.00 Contin $B$17 Huber Steel Amount Invested ₹40,000.00 ₹ 40,000.00Contin $B$18 Gov't Bonds Amount Invested ₹10,000.00 ₹ 10,000.00Contin Constraints Cell Name Cell Value Formula Status Slack $B$23 Total Funds Invested ₹100,000.00 $B$23=$C$23 Binding 0 $B$26 Oil Funds Invested ₹50,000.00 $B$26<=$C$26 Binding 0 $B$27 Steel Funds Invested ₹40,000.00 $B$27<=$C$27 Not Binding 10000 $B$28 Pacific Oil Funds Invested ₹30,000.00 $B$28<=$C$28 Binding 0 $B$31 Gov't Bonds Funds Invested ₹10,000.00 $B$31>=$C$31 Binding ₹0.
Microsoft Excel 16.0 Sensitivity Report Worksheet: [Welte.xlsx]Model Report Created: 04-10-2021 14:15: Variable Cells Final Reduced Cell Name Value Gradient $B$14 Atlantic Oil Amount Invested 20000 0 $B$15 Pacific Oil Amount Invested 30000 0 $B$16 Midwest Steel Amount Invested 0 -0. $B$17 Huber Steel Amount Invested 40000 0 $B$18 Gov't Bonds Amount Invested 10000 0 Constraints Final Lagrange Cell Name Value Multiplier $B$23 Total Funds Invested 100000 0. $B$26 Oil Funds Invested 50000 0. $B$27 Steel Funds Invested 40000 0 $B$28 Pacific Oil Funds Invested 30000 0. $B$31 Gov't Bonds Funds Invested 10000 -0.