Brant Advisors is one of the largest assets managers in the world. They have a main goal of maximizing their investors return on investment. Using linear programing and solver build a model that maximizes return on investment using a ten year average for the given asset types. There is 1,000,000 total to investand they cannot be more than 50% invested in one asset class. They must keep 5 percent liquidity as a minimum at all time. There are 6 decision variables: cash, stock, US T Bond, corporate bond, and real estate market. Additionally, Brant Advisors has three types of clients that require different portfolio allocations. Create a model that optimizes return on investment while accepting for each clients assigned risk level. Client A is young and willing to take risks, Client B is approaching retirement and is moderately risk averse, and Client C is fully retired and is risk adverse.

Annual Returns on Investments in Year 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 S&P 500 (including dividends) 14.82% 2.10% 15.89% 32.15% 13.52% 1.38% 11.77% 21.61% -4.23% 31.21% 18.02% 28.47% 3-month T.Bill 0.14% 0.05% 0.09% 0.06% 0.03% 0.05% 0.32% 0.93% 1.94% 1.55% 0.09% 0.06% US T. Bond 8.46% 16.04% 2.97% -9.10% 10.75% 1.28% 0.69% 2.80% -0.02% 9.64% 11.33% -4.42% Corporate Bond 8.35% 12.58% 10.12% -1.06% 10.38% -0.70% 10.37% 9.72% -2.76% 15.33% 10.41% 0.93% Real Estate -4.12% -3.88% 6.44% 10.72% 4.51% 5.21% 5.31% 6.21% 4.53% 3.69% 10.35% 16.83% Annual Returns on Investments in Year 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 S&P 500 (including dividends) 14.82% 2.10% 15.89% 32.15% 13.52% 1.38% 11.77% 21.61% -4.23% 31.21% 18.02% 28.47% 3-month T.Bill 0.14% 0.05% 0.09% 0.06% 0.03% 0.05% 0.32% 0.93% 1.94% 1.55% 0.09% 0.06% US T. Bond 8.46% 16.04% 2.97% -9.10% 10.75% 1.28% 0.69% 2.80% -0.02% 9.64% 11.33% -4.42% Corporate Bond 8.35% 12.58% 10.12% -1.06% 10.38% -0.70% 10.37% 9.72% -2.76% 15.33% 10.41% 0.93% Real Estate -4.12% -3.88% 6.44% 10.72% 4.51% 5.21% 5.31% 6.21% 4.53% 3.69% 10.35% 16.83%