2. A closely held, publicly traded firm faces self-imposed capital rationing constraints of $100 million in this period and $75 million in the next period. It has to choose among the following projects (in millions):

Investment Outlay

Project Current Period Next Period NPV

A $20 $10 $20

B $25 $15 $20

C $30 $30 $15

D $15 $15 $20

E $40 $25 $30

F $10 $10 $10

G $20 $15 $20

H $30 $25 $35

I $35 $25 $25

J $25 $15 $10

Set up the linear programming problem, assuming that

fractions and multiples of projects cannot be taken.