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Dave has $ 1 0 , 0 0 0 to invest in 5 company shares ( ANZ . AX , WBC . AX , TLS

Dave has $10,000 to invest in 5 company shares (ANZ.AX, WBC.AX, TLS.AX, AGL.AX and QAN.AX) with the following restrictions. For diversification, no more than $5,000 can be invested in any one share. If a share is chosen for investment, then at least $3,000 will be invested in it. Only one bank share (either ANZ.AX or WBC.AX) can be selected. The amount invested in QAN.AX must be at least as much as the amount invested TLS.AX. Formulate and solve a LP model to determine the investment strategy that will maximize expected annual return.

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