Question
An investment company's annual available investment budget is 1.2 million yuan, and it plans to invest in both stock and fund markets. The cost of
An investment company's annual available investment budget is 1.2 million yuan, and it plans to invest in both stock and fund markets. The cost of each unit of stock market investment is 50 yuan, and the annual rate of return on funds is 10%. The cost per unit of fund market investment is 100 yuan, and the annual rate of return on funds is 4%. The investment company hopes that the annual investment income is at least 6%, and the funds invested in the fund market are at most 40%. According to the risk measurement system, the risk index of unit investment in the stock market is 8, and the risk index of unit investment in the fund market is 3. The investment company hopes that the risk index of portfolio investment should be controlled below 5.
problem: (1) If the investment company pursues the goal of maximizing annual investment returns, how to invest? Try to establish the corresponding mathematical programming model
(2) If the investment company pursues the smallest risk index, how to invest? Try to establish the corresponding mathematical programming model
(3) If the investment company wants to determine the investment plan on the basis of the comprehensive investment return and risk index, try to give a mathematical programming model to determine the investment plan
(4) If the investment company wants to consider the investment income and risk index at the same time, but is not willing to compromise the comprehensive treatment, try to establish the corresponding dual-objective planning model
(5) If the investment company hopes that priority goal 1 is investment income and priority goal 2 is risk index, try to establish a corresponding goal planning model
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