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Questions 6-8 are based on the following information Suppose you are constructing a market neutral...

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Questions 6-8 are based on the following information Suppose you are constructing a market neutral portfolio In Excel and you want to use Solver for the next step. In cell C13, you have set up function-D99B9+010-B10 in cell C14. you have set up function -D9010 In cell C1s you have set up function -D9C9+D10 C10 A D E F H X Solver Parameters 1. Stock 2 A 3 B Beta Alpha 0.915604 0.001362844 0.734828 -0.000120859 1.295616 9.1489E-OS 0.699966 0.001490541 SO 4 Te M OO 5 Changing a to the centras AM Combination 1 Stock A 10 B Beta Alpha Weight 0.91604 0.001362844 0,734828 -0.000120859 Ons Delete BAB 0 Constraints 0 1 positive 0 La 0 MUN D Sony M 13 Portfolio beta 14 Total weight 15 Portfolio alplus 16 17 18 19 20 21 22 23 S Matel Bunthathini Seled their neun Sabines and the transa Intact Sole D Question 8 What should you add to "Subject to the Constraints?" O C13 = 0 O C14 = 1 O C14 = 1 and C15 > 0 O C15 > 0

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