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Fund A sells for $ 1 5 a share and has a 3 - year average annual return of $ 0 . 2 8 a
Fund A sells for $ a share and has ayear average annual return of $ a share. The beta value is Fund B sells for $ a share and has ayear average annual return of $ a share. The beta value is Jonquin wants to spend no more than $ investing in these two funds, but he wants to obtain at least $ in annual revenue. Jonquin also wants to minimize the risk. Determine the number of shares of each fund that Jonquin should buy. Set up the linear programming problem. Let a represent the number of shares in Fund A b represent the number of shares in Fund B and z represent the total beta value.
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