Professional Documents
Culture Documents
Trading CodeSecurity
Quantity
1 Gold Futures Contract
2 Silver Futures Contrac
3 Currency Futures Cont
4 Oil Futures Contracts
5 Banking Index
6 Auto Index
7 Energy Index
8 FMCG Index
9 IT Index
10 Pharma Index
11 Metals Index
12 10 Yr Indian Govt. Bo
13 2 Yr Indian Govt. Bond
14 Emerging Market Inde
15 World Market Index
0
0
410
0
0
0
410
0
0
410
0
820
0
1,025
1,025
Investable Amount
Uninvested Amount
2,400,000
600,000
1,800,000
150,000
300,000
250,000
3,000,000
550,000
50000
4,100,000
150,000
4%
3,950,000
200,000 for 5 years
required pretax return for the
Inflation
Expenses current
1.04
150,000
591,913
11,852,229
68
69
70
71
72
73
74
75
76
77
78
79
80
Return pa
SD i
2%
3%
5%
4%
2%
3%
5%
2%
3%
5%
2%
5%
2%
6%
8%
Variance i2
Price
1.0%
Err:509
2.0%
Err:509
1.0%
Err:509
1.0%
Err:509
1.0%
Err:509
1.0%
Err:509
0.5%
Err:509
1.0%
Err:509
2.0%
Err:509
3.0%
Err:509
1.0%
Err:509
1.0%
Err:509
1.0%
Err:509
1.0%
Err:509
1.0%
Err:509
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
1,000
Err:508
d Amount
1,000,000
pretax return for the investor over the next year
1
2
3
12,326,318
Expenses
Marriage expens Investment
150,000
0
300,000
156,000
200000
162,240
200000
168,730
200000
175,479
200000
182,498
200000
189,798
197,390
205,285
213,497
222,037
230,918
240,155
249,761
259,751
270,142
280,947
292,185
303,872
316,027
328,668
341,815
355,488
369,707
384,496
399,875
415,870
432,505
449,805
467,798
486,510
505,970
526,209
547,257
569,147
591,913
615,590
640,213
Savings
1,350,000
1,444,000
1,437,760
1,431,270
1,424,521
1,417,502
1,610,202
1,602,610
1,594,715
1,586,503
1,577,963
1,569,082
1,559,845
1,550,239
1,540,249
1,529,858
1,519,053
1,507,815
1,496,128
1,483,973
1,471,332
1,458,185
1,444,512
1,430,293
1,415,504
1,400,125
1,384,130
1,367,495
1,350,195
1,332,202
1,313,490
1,294,030
1,273,791
1,252,743
1,230,853
1,208,087
665,822
692,455
720,153
748,959
778,918
810,074
842,477
876,176
911,223
947,672
985,579
1,025,002
1,066,003
12,326,318
3,248,627 4060783.57292
51,860,253
wi2i2
Value
Next yr
0
0
409,983
0
0
0
410,009
0
0
410,009
0
820,000
0
1,025,000
1,025,000
4,100,000
Weight wi
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
4,346,000
6.00%
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
1
20%
1
2%
20%
4,100,000
0
Constraints
Bonds
PharmaFMCG
Return
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:509
Err:501
0.52%
925,979
3,248,626.86
4,100,000
4,174,605.90
74,605.90
2%
99,474.54
2.4%
4,199,474.54
0.02
5,566,141
1,466,141
36%
Max holding
Constraint 2
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
25%
Err:508
4,174,605.90