Date KMB NOK PAA TSM RIO SNE S&P 500

1/2/2012 69.88 5.29 41.35 14.52 56.93 21.39 1400.32

1/3/2012 70.84 5.49 39.22 15.28 55.59 20.77 1408.47
1/4/2012 75.23 3.65 40.97 15.58 56.07 16.21 1397.91
1/5/2012 76.08 2.67 39.26 13.73 43.22 13.24 1310.33
1/6/2012 80.32 2.07 40.4 13.96 47.81 14.24 1362.16
1/7/2012 83.33 2.41 44 13.97 46.21 12.15 1379.32
1/8/2012 80.15 2.82 43.26 14.7 43.83 11.31 1406.58
1/9/2012 82.24 2.58 44.1 15.82 46.76 11.7 1440.67
1/10/2012 80.01 2.67 45.38 15.9 49.98 11.74 1412.16
1/11/2012 82.19 3.26 46.58 17.27 49.8 9.74 1416.18
1/12/2012 80.95 3.95 45.24 17.16 58.09 11.2 1426.19
1/1/2013 85.82 3.92 52.7 17.74 56.47 14.94 1498.11
1/2/2013 90.39 3.65 54.75 18.25 53.64 14.58 1514.68
1/3/2013 93.94 3.28 56.48 17.19 47.08 17.4 1569.19
1/4/2013 98.94 3.38 57.42 19.08 46.06 16.43 1597.57
1/5/2013 92.84 3.44 56.18 18.66 42.72 20.15 1630.74
1/6/2013 93.14 3.74 55.81 18.32 41.08 21.19 1606.28
1/7/2013 94.73 3.94 53.24 16.98 44.99 21.04 1685.73
1/8/2013 89.63 3.9 50.56 16.56 45.11 19.96 1632.97
1/9/2013 90.34 6.51 52.66 16.96 48.76 21.52 1681.55
1/10/2013 103.55 7.63 51.22 18.41 50.7 17.25 1756.54
1/11/2013 104.66 8.06 51.57 17.73 53.05 18.3 1805.81
1/12/2013 100.15 8.11 51.77 17.44 56.43 17.29 1848.36
1/1/2014 104.86 6.92 50.49 16.92 53.15 15.75 1782.59
1/2/2014 105.8 7.58 54.17 18.07 57.3 17.55 1859.45
1/3/2014 105.7 7.34 55.12 20.02 55.83 19.12 1872.34
1/4/2014 107.62 7.5 55.8 20.1 54.29 17.64 1883.95
1/5/2014 107.72 8.13 56.47 20.56 51.38 16.18 1923.57
1/6/2014 106.63 7.56 60.05 21.39 54.28 16.77 1960.23
1/7/2014 99.59 7.93 57.35 20 57.29 18.43 1930.67
1/8/2014 103.55 8.37 59.93 20.94 53.74 19.11 2003.37
1/9/2014 103.14 8.46 58.86 20.18 49.18 18.04 1972.29
1/10/2014 109.56 8.27 56.35 22.02 47.97 19.82 2018.05
1/11/2014 116.59 8.24 51.45 23.47 46.6 21.99 2067.56
1/12/2014 115.54 7.86 51.32 22.38 46.06 20.47 2058.9
1/1/2015 107.96 7.6 49.59 22.71 44.13 23.29 1994.99
1/2/2015 109.66 8.01 49.89 24.53 49.33 28.32 2104.5
1/3/2015 107.11 7.58 48.77 23.48 41.4 26.78 2067.89
1/4/2015 109.69 6.58 50.11 24.44 44.79 30.23 2085.51
1/5/2015 108.86 7.29 46.95 24.28 43.77 30.92 2107.39
1/6/2015 105.97 6.85 43.57 22.71 41.21 28.39 2063.11
1/7/2015 114.97 7.05 41.75 22.11 38.62 28.35 2103.84
1/8/2015 106.53 6.24 36.06 19.88 36.56 25.86 1972.18
1/9/2015 109.04 6.78 30.38 20.53 35.52 25.41 1920.03
1/10/2015 119.71 7.42 31.72 21.96 36.51 28.4 2079.36
1/11/2015 119.15 7.21 24.78 22.76 33.08 25.92 2080.41
1/12/2015 127.3 7.02 23.1 22.75 29.12 24.61 2043.94
 1/1/2016 128.42 7.2 21.11 22.35 24.65 23.88 1940.24
1/2/2016 130.3 6.03 21.42 23.55 26.1 21.12 1932.23
1/3/2016 134.51 5.91 20.97 26.2 28.27 25.72 2059.74
1/4/2016 125.19 5.87 22.94 23.59 33.66 24.1 2065.3
1/5/2016 127.04 5.7 23.13 24.72 28.04 27.86 2096.95
1/6/2016 137.48 5.69 27.49 26.23 31.3 29.35 2098.86
1/7/2016 129.55 5.77 27.86 27.78 32.82 33.41 2173.6
1/8/2016 128.06 5.67 28.06 28.74 30.17 32.16 2170.95
1/9/2016 126.14 5.79 31.41 30.59 33.4 33.21 2168.27
1/10/2016 114.41 4.48 30.36 31.1 34.85 31.33 2126.15
1/11/2016 115.61 4.3 32.95 29.69 37.91 29.07 2198.81
1/12/2016 114.12 4.81 32.29 28.75 38.46 28.03 2238.83
1/1/2017 121.13 4.52 31.39 30.91 44.79 30.27 2278.87
1/2/2017 132.55 5.14 32.08 31.47 41.52 30.96 2363.64
1/3/2017 131.63 5.42 31.61 32.84 40.68 33.73 2362.72
1/4/2017 129.75 5.73 29.25 33.07 39.82 34.52 2384.2
1/5/2017 129.73 6.32 26.48 35.36 40.31 36.62 2411.8
1/6/2017 129.11 6.16 26.27 34.96 42.31 38.19 2423.41
1/7/2017 123.16 6.39 26.37 35.96 47.38 41.07 2470.3
1/8/2017 123.29 6.18 21.66 36.97 49.08 39.63 2471.65
1/9/2017 117.68 5.98 21.19 37.55 47.19 37.34 2519.36
1/10/2017 112.51 4.89 19.97 42.33 47.93 43.41 2575.26
1/11/2017 119.76 4.92 19.5 39.6 47.9 46.8 2584.84
1/12/2017 120.66 4.66 20.64 39.65 52.93 44.95 2673.61
Date KMB NOK PAA TSM RIO SNE S&P 500
1/2/2012 69.88 5.29 41.35 14.52 56.93 21.39 1400.32 1
1/3/2012 70.84 5.49 39.22 15.28 55.59 20.77 1408.47 2
1/4/2012 75.23 3.65 40.97 15.58 56.07 16.21 1397.91 3
1/5/2012 76.08 2.67 39.26 13.73 43.22 13.24 1310.33 4
1/6/2012 80.32 2.07 40.4 13.96 47.81 14.24 1362.16 5
1/7/2012 83.33 2.41 44 13.97 46.21 12.15 1379.32 6
1/8/2012 80.15 2.82 43.26 14.7 43.83 11.31 1406.58 7
1/9/2012 82.24 2.58 44.1 15.82 46.76 11.7 1440.67 8
1/10/2012 80.01 2.67 45.38 15.9 49.98 11.74 1412.16 9
1/11/2012 82.19 3.26 46.58 17.27 49.8 9.74 1416.18 10
1/12/2012 80.95 3.95 45.24 17.16 58.09 11.2 1426.19 11
1/1/2013 85.82 3.92 52.7 17.74 56.47 14.94 1498.11 12
1/2/2013 90.39 3.65 54.75 18.25 53.64 14.58 1514.68 13
1/3/2013 93.94 3.28 56.48 17.19 47.08 17.4 1569.19 14
1/4/2013 98.94 3.38 57.42 19.08 46.06 16.43 1597.57 15
1/5/2013 92.84 3.44 56.18 18.66 42.72 20.15 1630.74 16
1/6/2013 93.14 3.74 55.81 18.32 41.08 21.19 1606.28 17
1/7/2013 94.73 3.94 53.24 16.98 44.99 21.04 1685.73 18
1/8/2013 89.63 3.9 50.56 16.56 45.11 19.96 1632.97 19
1/9/2013 90.34 6.51 52.66 16.96 48.76 21.52 1681.55 20
1/10/2013 103.55 7.63 51.22 18.41 50.7 17.25 1756.54 21
1/11/2013 104.66 8.06 51.57 17.73 53.05 18.3 1805.81 22
1/12/2013 100.15 8.11 51.77 17.44 56.43 17.29 1848.36 23
1/1/2014 104.86 6.92 50.49 16.92 53.15 15.75 1782.59 24
1/2/2014 105.8 7.58 54.17 18.07 57.3 17.55 1859.45 25
1/3/2014 105.7 7.34 55.12 20.02 55.83 19.12 1872.34 26
1/4/2014 107.62 7.5 55.8 20.1 54.29 17.64 1883.95 27
1/5/2014 107.72 8.13 56.47 20.56 51.38 16.18 1923.57 28
1/6/2014 106.63 7.56 60.05 21.39 54.28 16.77 1960.23 29
1/7/2014 99.59 7.93 57.35 20 57.29 18.43 1930.67 30
1/8/2014 103.55 8.37 59.93 20.94 53.74 19.11 2003.37 31
1/9/2014 103.14 8.46 58.86 20.18 49.18 18.04 1972.29 32
1/10/2014 109.56 8.27 56.35 22.02 47.97 19.82 2018.05 33
1/11/2014 116.59 8.24 51.45 23.47 46.6 21.99 2067.56 34
1/12/2014 115.54 7.86 51.32 22.38 46.06 20.47 2058.9 35
1/1/2015 107.96 7.6 49.59 22.71 44.13 23.29 1994.99 36
1/2/2015 109.66 8.01 49.89 24.53 49.33 28.32 2104.5 37
1/3/2015 107.11 7.58 48.77 23.48 41.4 26.78 2067.89 38
1/4/2015 109.69 6.58 50.11 24.44 44.79 30.23 2085.51 39
1/5/2015 108.86 7.29 46.95 24.28 43.77 30.92 2107.39 40
1/6/2015 105.97 6.85 43.57 22.71 41.21 28.39 2063.11 41
1/7/2015 114.97 7.05 41.75 22.11 38.62 28.35 2103.84 42
1/8/2015 106.53 6.24 36.06 19.88 36.56 25.86 1972.18 43
1/9/2015 109.04 6.78 30.38 20.53 35.52 25.41 1920.03 44
1/10/2015 119.71 7.42 31.72 21.96 36.51 28.4 2079.36 45
1/11/2015 119.15 7.21 24.78 22.76 33.08 25.92 2080.41 46
1/12/2015 127.3 7.02 23.1 22.75 29.12 24.61 2043.94 47
 1/1/2016 128.42 7.2 21.11 22.35 24.65 23.88 1940.24 48
1/2/2016 130.3 6.03 21.42 23.55 26.1 21.12 1932.23 49
1/3/2016 134.51 5.91 20.97 26.2 28.27 25.72 2059.74 50
1/4/2016 125.19 5.87 22.94 23.59 33.66 24.1 2065.3 51
1/5/2016 127.04 5.7 23.13 24.72 28.04 27.86 2096.95 52
1/6/2016 137.48 5.69 27.49 26.23 31.3 29.35 2098.86 53
1/7/2016 129.55 5.77 27.86 27.78 32.82 33.41 2173.6 54
1/8/2016 128.06 5.67 28.06 28.74 30.17 32.16 2170.95 55
1/9/2016 126.14 5.79 31.41 30.59 33.4 33.21 2168.27 56
1/10/2016 114.41 4.48 30.36 31.1 34.85 31.33 2126.15 57
1/11/2016 115.61 4.3 32.95 29.69 37.91 29.07 2198.81 58
1/12/2016 114.12 4.81 32.29 28.75 38.46 28.03 2238.83 59
1/1/2017 121.13 4.52 31.39 30.91 44.79 30.27 2278.87 60
1/2/2017 132.55 5.14 32.08 31.47 41.52 30.96 2363.64 61
1/3/2017 131.63 5.42 31.61 32.84 40.68 33.73 2362.72 62
1/4/2017 129.75 5.73 29.25 33.07 39.82 34.52 2384.2 63
1/5/2017 129.73 6.32 26.48 35.36 40.31 36.62 2411.8 64
1/6/2017 129.11 6.16 26.27 34.96 42.31 38.19 2423.41 65
1/7/2017 123.16 6.39 26.37 35.96 47.38 41.07 2470.3 66
1/8/2017 123.29 6.18 21.66 36.97 49.08 39.63 2471.65 67
1/9/2017 117.68 5.98 21.19 37.55 47.19 37.34 2519.36 68
1/10/2017 112.51 4.89 19.97 42.33 47.93 43.41 2575.26 69
1/11/2017 119.76 4.92 19.5 39.6 47.9 46.8 2584.84 70
1/12/2017 120.66 4.66 20.64 39.65 52.93 44.95 2673.61
1. Tính TSSL kỳ vọng của mỗi chứng khoán theo kỳ ghép lãi rời rạc
Date KMB NOK PAA TSM RIO SNE S&P 500
1/3/2012 0.013738 0.037807 -0.051511 0.052342 -0.023538 -0.028986 0.00582
1/4/2012 0.061971 -0.335155 0.04462 0.019634 0.008635 -0.219547 -0.007497
1/5/2012 0.011299 -0.268493 -0.041738 -0.118742 -0.229178 -0.18322 -0.062651
1/6/2012 0.055731 -0.224719 0.029037 0.016752 0.106201 0.075529 0.039555
1/7/2012 0.037475 0.164251 0.089109 0.000716 -0.033466 -0.14677 0.012598
1/8/2012 -0.038162 0.170124 -0.016818 0.052255 -0.051504 -0.069136 0.019763
1/9/2012 0.026076 -0.085106 0.019417 0.07619 0.066849 0.034483 0.024236
1/10/2012 -0.027116 0.034884 0.029025 0.005057 0.068862 0.003419 -0.019789
1/11/2012 0.027247 0.220974 0.026443 0.086164 -0.003601 -0.170358 0.002847
1/12/2012 -0.015087 0.211656 -0.028768 -0.006369 0.166466 0.149897 0.007068
1/1/2013 0.060161 -0.007595 0.164898 0.0338 -0.027888 0.333929 0.050428
1/2/2013 0.053251 -0.068878 0.038899 0.028749 -0.050115 -0.024096 0.011061
1/3/2013 0.039274 -0.10137 0.031598 -0.058082 -0.122297 0.193416 0.035988 0
1/4/2013 0.053225 0.030488 0.016643 0.109948 -0.021665 -0.055747 0.018086 1
1/5/2013 -0.061654 0.017751 -0.021595 -0.022013 -0.072514 0.226415 0.020763 2
1/6/2013 0.003231 0.087209 -0.006586 -0.018221 -0.03839 0.051613 -0.014999 3
1/7/2013 0.017071 0.053476 -0.046049 -0.073144 0.09518 -0.007079 0.049462 4
1/8/2013 -0.053837 -0.010152 -0.050338 -0.024735 0.002667 -0.051331 -0.031298 5
1/9/2013 0.007921 0.669231 0.041535 0.024155 0.080913 0.078156 0.029749
1/10/2013 0.146225 0.172043 -0.027345 0.085495 0.039787 -0.19842 0.044596
1/11/2013 0.010719 0.056356 0.006833 -0.036936 0.046351 0.06087 0.028049
1/12/2013 -0.043092 0.006203 0.003878 -0.016356 0.063713 -0.055191 0.023563
1/1/2014 0.047029 -0.146732 -0.024725 -0.029817 -0.058125 -0.089069 -0.035583
1/2/2014 0.008964 0.095376 0.072886 0.067967 0.078081 0.114286 0.043117
1/3/2014 -0.000945 -0.031662 0.017537 0.107914 -0.025654 0.089459 0.006932
1/4/2014 0.018165 0.021798 0.012337 0.003996 -0.027584 -0.077406 0.006201
1/5/2014 0.000929 0.084 0.012007 0.022886 -0.053601 -0.082766 0.02103
1/6/2014 -0.010119 -0.070111 0.063396 0.04037 0.056442 0.036465 0.019058
1/7/2014 -0.066023 0.048942 -0.044963 -0.064984 0.055453 0.098986 -0.01508
1/8/2014 0.039763 0.055485 0.044987 0.047 -0.061965 0.036896 0.037655
1/9/2014 -0.003959 0.010753 -0.017854 -0.036294 -0.084853 -0.055992 -0.015514
1/10/2014 0.062245 -0.022459 -0.042644 0.091179 -0.024603 0.09867 0.023201
1/11/2014 0.064166 -0.003628 -0.086957 0.065849 -0.02856 0.109485 0.024534
1/12/2014 -0.009006 -0.046117 -0.002527 -0.046442 -0.011588 -0.069122 -0.004189
1/1/2015 -0.065605 -0.033079 -0.03371 0.014745 -0.041902 0.137763 -0.031041
1/2/2015 0.015747 0.053947 0.00605 0.080141 0.117834 0.215973 0.054893
1/3/2015 -0.023254 -0.053683 -0.022449 -0.042805 -0.160754 -0.054379 -0.017396
1/4/2015 0.024087 -0.131926 0.027476 0.040886 0.081884 0.128827 0.008521
1/5/2015 -0.007567 0.107903 -0.063061 -0.006547 -0.022773 0.022825 0.010491
1/6/2015 -0.026548 -0.060357 -0.071991 -0.064662 -0.058488 -0.081824 -0.021012
1/7/2015 0.08493 0.029197 -0.041772 -0.02642 -0.062849 -0.001409 0.019742
1/8/2015 -0.07341 -0.114894 -0.136287 -0.100859 -0.05334 -0.087831 -0.062581
1/9/2015 0.023561 0.086538 -0.157515 0.032696 -0.028446 -0.017401 -0.026443
1/10/2015 0.097854 0.094395 0.044108 0.069654 0.027872 0.11767 0.082983
1/11/2015 -0.004678 -0.028302 -0.218789 0.03643 -0.093947 -0.087324 0.000505
1/12/2015 0.068401 -0.026352 -0.067797 -0.000439 -0.11971 -0.05054 -0.01753
1/1/2016 0.008798 0.025641 -0.086147 -0.017582 -0.153503 -0.029663 -0.050735
 1/2/2016 0.014639 -0.1625 0.014685 0.053691 0.058824 -0.115578 -0.004128
1/3/2016 0.03231 -0.0199 -0.021008 0.112527 0.083142 0.217803 0.065991
1/4/2016 -0.069289 -0.006768 0.093944 -0.099618 0.190661 -0.062986 0.002699
1/5/2016 0.014778 -0.028961 0.008282 0.047902 -0.166964 0.156017 0.015325
1/6/2016 0.082179 -0.001754 0.1885 0.061084 0.116262 0.053482 0.000911
1/7/2016 -0.057681 0.01406 0.013459 0.059093 0.048562 0.13833 0.03561
1/8/2016 -0.011501 -0.017331 0.007179 0.034557 -0.080743 -0.037414 -0.001219
1/9/2016 -0.014993 0.021164 0.119387 0.06437 0.10706 0.032649 -0.001234 w1
1/10/2016 -0.092992 -0.226252 -0.033429 0.016672 0.043413 -0.056609 -0.019426
1/11/2016 0.010489 -0.040179 0.08531 -0.045338 0.087805 -0.072135 0.034174
1/12/2016 -0.012888 0.118605 -0.02003 -0.03166 0.014508 -0.035776 0.018201
1/1/2017 0.061427 -0.060291 -0.027872 0.07513 0.164587 0.079914 0.017884
1/2/2017 0.094279 0.137168 0.021982 0.018117 -0.073007 0.022795 0.037198
1/3/2017 -0.006941 0.054475 -0.014651 0.043534 -0.020231 0.08947 -0.000389
1/4/2017 -0.014282 0.057196 -0.07466 0.007004 -0.021141 0.023421 0.009091
1/5/2017 -0.000154 0.102967 -0.094701 0.069247 0.012305 0.060834 0.011576
1/6/2017 -0.004779 -0.025316 -0.007931 -0.011312 0.049615 0.042873 0.004814
1/7/2017 -0.046085 0.037338 0.003807 0.028604 0.11983 0.075412 0.019349
1/8/2017 0.001056 -0.032864 -0.178612 0.028087 0.03588 -0.035062 0.000546
1/9/2017 -0.045502 -0.032362 -0.021699 0.015688 -0.038509 -0.057785 0.019303
1/10/2017 -0.043933 -0.182274 -0.057574 0.127297 0.015681 0.16256 0.022188
1/11/2017 0.064439 0.006135 -0.023535 -0.064493 -0.000626 0.078093 0.00372
1/12/2017 0.007515 -0.052846 0.058462 0.001263 0.10501 -0.03953 0.034343
E(Ri) theo thang 0.008875 0.006217 -0.007542 0.015899 0.00241 0.016303 0.009653
Var 0.002143 0.017373 0.004621 0.002942 0.006898 0.011711 0.000755
E(Ri) theo nam 0.106506 0.074601 -0.090501 0.190793 0.028923 0.195635 0.115832
2. Tính beta của từng chứng khoán
KMB NOK PAA TSM RIO SNE
Beta 0.65023991608056 1.3792842042 0.932819568 0.9073581 1.2137533822 1.799321955

3. Tính cpsd vốn của từng chứng khoán

rf 3.50% /năm
KMB NOK PAA TSM RIO SNE
Ri 8.76% 14.65% 11.04% 10.83% 13.31% 18.04%

Cách 1: covar + offset

0 1 2 3 4 5
KMB NOK PAA TSM RIO SNE
KMB 0.0021122 0.0004431 0.0006357 0.0007461 -0.0002635 -0.0001342
NOK 0.0004431 0.0171247 0.0005257 0.0009066 0.0015508 0.0016307
PAA 0.0006357 0.0005257 0.0045552 0.0004468 0.0018829 0.0012661
TSM 0.0007461 0.0009066 0.0004468 0.0028995 0.0009650 0.0016416
RIO -0.0002635 0.0015508 0.0018829 0.0009650 0.0067998 0.0018376
SNE -0.0001342 0.0016307 0.0012661 0.0016416 0.0018376 0.0115436

Cách 2: Mô hình Shrinkage

HSTQ 0.2
Ma trận điều chỉnh
KMB NOK PAA TSM RIO SNE
KMB 0.00214279574226 0 0 0 0 0
NOK 0 0.017372889 0 0 0 0
PAA 0 0 0.00462126 0 0 0
TSM 0 0 0 0.00294151 0 0
RIO 0 0 0 0 0.0068983524 0
SNE 0 0 0 0 0 0.011710853
Ma trận mẫu
KMB NOK PAA TSM RIO SNE
KMB 0.00214279574226 0.0004495329 0.000644884 0.00075688 -0.0002673449 -0.00013618
NOK 0.0004495329278 0.017372889 0.000533296 0.00091972 0.001573316 0.001654345
PAA 0.00064488441782 0.0005332957 0.00462126 0.0004533 0.0019101892 0.00128441
TSM 0.00075687912428 0.0009197227 0.000453302 0.00294151 0.0009790108 0.001665342
RIO -0.0002673449227 0.001573316 0.001910189 0.00097901 0.0068983524 0.001864181
SNE -0.0001361793289 0.0016543447 0.00128441 0.00166534 0.0018641815 0.011710853
Ma trận ps - hps
KMB NOK PAA TSM RIO SNE
KMB 0.00214280 0.00008991 0.00012898 0.00015138 -0.00005347 -0.00002724
NOK 0.00008991 0.01737289 0.00010666 0.00018394 0.00031466 0.00033087
PAA 0.00012898 0.00010666 0.00462126 0.00009066 0.00038204 0.00025688
TSM 0.00015138 0.00018394 0.00009066 0.00294151 0.00019580 0.00033307
RIO -0.00005347 0.00031466 0.00038204 0.00019580 0.00689835 0.00037284
SNE -0.00002724 0.00033087 0.00025688 0.00033307 0.00037284 0.01171085
 KMB NOK PAA TSM RIO SNE
Tỷ trọng 49.92% 2.49% 2.88% 27.01% 11.15% 6.56%
Var(dm) 0.00129093986855
E(Rdm) 0.01000000003142

KMB NOK PAA TSM RIO SNE

Ty trong 48.43% 2.95% 11.61% 20.51% 11.82% 4.69%
Var(dm) 0.00124306381068
E(Rdm) 0.0079160503506 DM GVP
Ri = rf + beta(Rm - rf)
Tổng tỷ trọng
100%

Tong ty trong
100%
Microsoft Excel 16.0 Answer Report
Worksheet: [giữa kỳ đề 2 - bài làm.xlsx]Sheet1
Report Created: 9/3/2023 10:59:28 AM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: GRG Nonlinear
Solution Time: 2.609 Seconds.
Iterations: 6 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Forward, Require Bounds
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%

Objective Cell (Min)

Cell Name Original Value Final Value
$T$54 Var(dm) KMB 0.00182541675 0.00129094

Variable Cells
Cell Name Original Value Final Value Integer
$T$53 Tỷ trọng KMB 33.04% 49.92% Contin
$U$53 Tỷ trọng NOK 13.58% 2.49% Contin
$V$53 Tỷ trọng PAA 3.72% 2.88% Contin
$W$53 Tỷ trọng TSM 23.06% 27.01% Contin
$X$53 Tỷ trọng RIO 6.12% 11.15% Contin
$Y$53 Tỷ trọng SNE 20.48% 6.56% Contin

Constraints
Cell Name Cell Value Formula Status Slack
$T$55 E(Rdm) KMB 0.01000000003 $T$55>=0.01 Binding 0
$Z$53 Tỷ trọng Tổng tỷ trọng 100% $Z$53=1 Binding 0
$T$53 Tỷ trọng KMB 49.92% $T$53<=0.7 Not Binding 0.2007857084
$U$53 Tỷ trọng NOK 2.49% $U$53<=0.7 Not Binding 0.6751382296
$V$53 Tỷ trọng PAA 2.88% $V$53<=0.7 Not Binding 0.6712264903
$W$53 Tỷ trọng TSM 27.01% $W$53<=0.7 Not Binding 0.4299489836
$X$53 Tỷ trọng RIO 11.15% $X$53<=0.7 Not Binding 0.5884857541
$Y$53 Tỷ trọng SNE 6.56% $Y$53<=0.7 Not Binding 0.6344142354
Microsoft Excel 16.0 Answer Report
Worksheet: [giữa kỳ đề 2 - bài làm.xlsx]Sheet1
Report Created: 9/3/2023 11:01:31 AM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: GRG Nonlinear
Solution Time: 2.11 Seconds.
Iterations: 5 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Forward, Require Bounds
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%

Objective Cell (Min)

Cell Name Original Value Final Value
$T$61 Var(dm) KMB 0.00125519738 0.0012430638

Variable Cells
Cell Name Original Value Final Value Integer
$T$60 Ty trong KMB 52% 48% Contin
$U$60 Ty trong NOK 4% 3% Contin
$V$60 Ty trong PAA 13% 12% Contin
$W$60 Ty trong TSM 15% 21% Contin
$X$60 Ty trong RIO 10% 12% Contin
$Y$60 Ty trong SNE 5% 5% Contin

Constraints
Cell Name Cell Value Formula Status Slack
$Z$60 Ty trong Tong ty trong 100% $Z$60=1 Binding 0