Question
A client of an investment management firm wishes to invest $750,000 in the bonds shown in the table below. No more than 25% of the
A client of an investment management firm wishes to invest $750,000 in the bonds shown in the table below. No more than 25% of the clients money can be invested in any given company, and at least 50% should be invested in long-term bonds (maturing in 10+ years). No more than 35% can be invested in DynaStar, Eagle Vision, and OptiPro combined.
| Company | Return | Years to Maturity | Rating |
| Acme Chemical | 8.65% | 11 | 1 - Excellent |
| DynaStar | 9.50% | 10 | 3 - Good |
| EagleVision | 10.00% | 6 | 4 - Fair |
| Micro Modeling | 8.75% | 10 | 1 - Excellent |
| OptiPro | 9.25% | 7 | 3 - Good |
| Sabre Systems | 9.00% | 13 | 2 - Very Good |
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Formulate the linear program for the investment problem, i.e., state the decision variables and write mathematical expressions for the objective function and constraints. (15 pts)
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Solve the linear program using Excel or R. Submit your spreadsheet or code along with this assignment and report the optimal values of the decision variables and the objective function on your write-up. (15 pts)
Please share the excel steps if possible.
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Economics, Accounting And The True Nature Of Capitalism Capitalis Ecology And Democracy
Authors: Jacques Richard, Alexandre Rambaud
1st Edition
1032046589, 9781032046587
