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7 . a . U = 8 0 0 H = 1 2 0 0 Estimated Annual Return = $ 8 4 0 0 b
a U
H
Estimated Annual Return $
b Constraints and All funds available are being utilized and the maximum permissible risk is being incurred.
c
Constraint Dual Values
Funds Avail.
Risk Max
US Oil Max
d No the optimal solution does not call for investing the maximum amount in US Oil.
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