A mutual fund company has cash resources of birr 200 million for investment in a diversified portfolio. Table below shows the opportunity available, their estimated yields, risk factors and term period of details.

Investment type

Annual yield (%)

Risk factor

Time period(years)

Bank deposit

9.5

0.02

6

Treasury notes

8.5

0.01

4

Corporate deposits

12.0

0.08

3

Blue chip stocks

15.0

0.25

5

Speculative stocks

32.5

0.45

3

Real estates

35.0

0.04

10

Formulate the L.P. model to find the optimal portfolio that will maximize return, considering the following policy guidelines: