Question

A company manufacturing soft drinks is thinking of expanding its plant capacity so as to meet future demand. The monthly sale for the past 5 years are available. State, giving reasons, the type of modelling you will use to obtain good estimates for future demand so as to help the company make the right decisions. Also state four essentials and four non-essentials for the problem.

Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz?

Portfolio Expected return Standard deviation
W 9% 21%
X 5% 7%
Y 15% 36%
Z 12% 15%
08 Mar 2024
Answer :
Word Count : 453
### 1. Demand Forecasting Model Selection To estimate future demand for the soft drink company, Time Series Forecasting would be the most suitable approach. Given that the company has monthly sales data for the past 5 years, we can assume that the data exhibits trends and seasonal variations. The following models are appropriate: - Autoregressive Integrated Moving Average (ARIMA) – If the data is stationary after differencing, ARIMA can provide good predictions. - Exponential Smoothing _________ ________ _____ _________ ______ ______ ___.
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\frac{dn_{t}}{dt}=r_{0N_{1}}-r_{1C_{O}}N_{1}-bN_{1}N_{2}

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where V_{1} and V_{2} are advection velocities in x direction of the two populations with densities N_{1} and N_{2}  respectively. a_{1} is the growth rate, b_{1} is the predation rate d_{1} is the death rate c_{1} C_{1} is the conversion rate. D_{1} and D_{2} are diffusion coefficients. The initial and boundary conditions are: 

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N_i=\bar{N_{1}} at X=0L\forall t,i=2. 

where N_i are the equilibrium solutions of the given system of equations.

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A company manufacturing soft drinks is thinking of expanding its plant capacity so as to meet future demand. The monthly sale for the past 5 years are available. State, giving reasons, the type of modelling you will use to obtain good estimates for future demand so as to help the company make the right decisions. Also state four essentials and four non-essentials for the problem.

Which one of the following portfolios cannot lie on the efficient frontier as described by Markowitz?

Portfolio Expected return Standard deviation
W 9% 21%
X 5% 7%
Y 15% 36%
Z 12% 15%
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