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At time 0, we have $10,000. Investments A and B are available; their cash flows for each dollar invested are shown in the table below.
At time 0, we have $10,000. Investments A and B are available; their cash flows for each dollar invested are shown in the table below. Assume that any money not invested in A or B earns no interest. Time A B 0 $1.0 $0 1 $0.2 $-1.0 2 $1.5 $0 3 $0 $1.0 Formulate an LP that will maximize cash on hand at time 3. Clearly identify your decision variables, objective function, and constraints!
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