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Assume that X, Y and Z are the amounts invested in three different investment instruments at Consolidated Bank. To diversify the investments, the client requires

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Assume that X, Y and Z are the amounts invested in three different investment instruments at Consolidated Bank. To diversify the investments, the client requires that no more than 60% of the amounts invested can be in "Y". The constraint for this requirement can be written as: O 0.4X - 0.6Y - 0.62 2 0 O -0.4X + 0.6Y + 0.62 0 O X2.60 (X + Y + Z) O -0.6X + 0.4Y - 0.62 = 0 O X2.60

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