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Calculating weighted weight with max

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    Calculating weighted weight with max

    I have 18 companies that I want to invest based on their market cap but I have a 10% as maximum constraint in any company. How can I reallocate the excessive weights?
    I tried to reallocate the excessive weight by dividing excessive weight but then it triggered other companies to go over 10%. Please see attachment.
    Last edited by ytkim79; 04-03-2017 at 01:29 PM.

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