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An investor is going to invest $ 1 0 0 M . The following investments are available: Bonds, home loans, hedge funds and stock market
An investor is going to invest $M The following investments are available: Bonds, home loans, hedge funds and stock market with annual rate of returns and respectively. There are several restrictions on investments: The amount invested in hedge funds should be at least equal to the amount invested in bonds. The amount invested in home loans should be less than or equal to the amount invested in stock market and the amount invested in bonds. No more than of the total amount invested should be on stock markets. Formulate an LP that will maximize the annual rate of return of the investor.
An investor is going to invest $M The following investments are available: Bonds, home loans, hedge
funds and stock market with annual rate of returns and respectively. There are several
restrictions on investments:
The amount invested in hedge funds should be at least equal to the amount invested in bonds.
The amount invested in home loans should be less than or equal to the amount invested in stock
market and the amount invested in bonds.
No more than of the total amount invested should be on stock markets.
Formulate an LP that will maximize the annual rate of return of the investor.
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