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Consider the following investment-portfolio problem: At time 0, we have $10,000. If we invest $x in investment A at time t, we obtain $0.2x at

Consider the following investment-portfolio problem: At time 0, we have $10,000. If we invest $x in investment A at time t, we obtain $0.2x at the beginning of time period t+1, and $1.5x at the beginning of time period t+2. If we invest $x in investment B at time t, we obtain $0 in period t+1, but $1.9x at the beginning of time period t+2. Any uninvested money can be banked, earning 5% interest/time period. Formulate and solve an LP to find the way to have the most cash on hand AT THE BEGINNING OF TIME PERIOD 4.

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