Exercise 3.3: Investment Allocation A capital sum C is available for allocation among n investment projects. If the non-negative amount xj is allocated to project J for J-1, 2, n, the expected return from this portfolio! projects is rn The allocation is to be chosen to maximize this. Find the first-order necessary conditions from the Kuhn-Tuclk Theorcm. Define 1t 72 Show that unused. some fundin lower than any project that gets some funding. (i) If C > H, then a part of the total sum available is left (ii) If a, > (H-C)/K for all j, then every project will receiv (iii) If any project receives zero funding, then it must havea Exercise 3.3: Investment Allocation A capital sum C is available for allocation among n investment projects. If the non-negative amount xj is allocated to project J for J-1, 2, n, the expected return from this portfolio! projects is rn The allocation is to be chosen to maximize this. Find the first-order necessary conditions from the Kuhn-Tuclk Theorcm. Define 1t 72 Show that unused. some fundin lower than any project that gets some funding. (i) If C > H, then a part of the total sum available is left (ii) If a, > (H-C)/K for all j, then every project will receiv (iii) If any project receives zero funding, then it must havea