# Session 10 Assignment: Wealth Management and Robo Advisory

## Goal

Use the portfolio optimization demos to connect asset allocation logic with customer suitability and retirement outcomes.

## Recommended Demos

- `DomainUseCaseDemos\WealthMgmt\NIFTYOpt`
- `DomainUseCaseDemos\WealthMgmt\PortfolioOptSynSharpeRation`

## Student Tasks

1. Run the portfolio optimization baseline.
2. Compare minimum variance and maximum Sharpe approaches.
3. Explain which customer type each strategy best fits.
4. Suggest how a robo-advisory system should present the recommendation.

## Required Outputs

- allocation comparison
- risk-return interpretation
- customer suitability note

## Extension Ideas

- vary the risk-free rate
- constrain sector weights
- add a simple retirement-goal framing