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Maximize your return on investment, by investing up to $1,000,000 on the following stocks. You need to determine how many stocks of each company to

Maximize your return on investment, by investing up to $1,000,000 on the following stocks. You need to determine how many stocks of each company to buy (number of stocks has to be an integer)

Stock Price/Share Expected Return Risk
1 Trans-Texas oil $35 10% 9%
2 British Petroleum $40 13% 14%
3 Dutch Oil $28 12% 11%
4 Houston, Texas Oil $19 16% 15%
5 Texas Petroleum $50 11% 12%
6 San Diego California Oil $25 12% 12%
7 California Oil $10 15% 13%

-Investment is foreign oil companies must be at-least 30% of the investment in the US companies

-Every company should get at-least 10% total

-Total possible amount of loss should be less than 12% of the total money

-Investment in California Oil Companies should be more than the investment in Texas oil companies.

-What is the Expected Return ? What is the total risk ? Do we have any slack? Where and How much?

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