Initial Holdings

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

Vinod yearly salary

Tax@25%
Net yearly income
Vinod monthly salary
Vinod bimonthly salary
Fathers savings
Lottery Windfall
FD
Investments
Family Expenses
Marriage Expenses

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

Lets assume Vinod is 30 yr old

He wants to retire at 65 yr age
Lets assume Vinod will die at 80 yr
His savings should cover the expenses for last 15 y

Inflation
Expenses current

Expenses at the age o

Money req at 65 yr

1.04
150,000
591,913
11,852,229

Vinod's AgeSalary after tax

Investment
30
1,800,000
4,100,000
31
1,800,000
32
1,800,000
33
1,800,000
34
1,800,000
35
1,800,000
36
1,800,000
37
1,800,000
38
1,800,000
39
1,800,000
40
1,800,000
41
1,800,000
42
1,800,000
43
1,800,000
44
1,800,000
45
1,800,000
46
1,800,000
47
1,800,000
48
1,800,000
49
1,800,000
50
1,800,000
51
1,800,000
52
1,800,000
53
1,800,000
54
1,800,000
55
1,800,000
56
1,800,000
57
1,800,000
58
1,800,000
59
1,800,000
60
1,800,000
61
1,800,000
62
1,800,000
63
1,800,000
64
1,800,000
65
1,800,000
66
67

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

penses for last 15 years

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