Develop a model that minimizes semivariance for the data given below with a required return of 15 percent. Define a variable ds for each scenario and let ds≥R-Rs with ds ≥ 0. Then make the objective function: Min 14s=14ds2.

Solve the model you developed with a required expected return of at least 15 percent.

Question

Develop a model that minimizes semivariance for the data given below with a required return of 15 percent. Define a variable ds for each scenario and let ds≥R-Rs with ds ≥ 0. Then make the objective function: Min 14s=14ds2.
  
Solve the model you developed with a required expected return of at least 15 percent.

Quizplus · Accepted Answer

The Answer of Develop a model that minimizes semivariance for the data given below with a required return of 15 percent. Define a variable ds for each scenario and let ds≥R-Rs with ds ≥ 0. Then make the objective function: Min 14s=14ds2.
  
Solve the model you developed with a required expected return of at least 15 percent.

Develop a Model That Minimizes Semivariance for the Data Given