MUTUAL FUN MODELING!! - The table below depicts the attributes of 10 mutual funds that you have chosen for investment of your clients money. She has $100,000 to invest, though you do not have to invest it all (Warren Buffet doesnt tie up all of his money either!).

Attributes:

1. A Measure of the riskiness of the fund (low is better than high).
2. Investment Category (STOCK, BAL(anced), INTL, BOND)
3. Investment Company (VAN, XYZ, FID, JPM, ABC, TRP)
4. RET1 anticipated annual return under market conditions Election Results 1
5. RET2 - anticipated annual return under market conditions Election Results 2
6. RET3 - anticipated annual return under market conditions Election Results 3
7. Green a measure of how green the companies in which the fund invests
8. Social a measure of how the funds are invested in socially conscious companies.

Invest the model optimally (minimizing risk amount invested in a fund times the risk measure) such that:

1. Under market conditions RET1 and RET3, the model provides a zero or positive return.
2. Under market conditions RET2, there is a return of at least $12,750. (This is a number).
3. At least 2.5% of the invested funds must be with each company.
4. No more than 40% of the funds invested can be with any one investment category.
5. At least 10% of the invested funds must be within each investment category.
6. The invested funds must average at least 5.0 on the green measure.
7. The invested funds must average at least 4.75 on the social measure.
8. Investments must be in integer dollars.

Create and solve an LP model that addresses this investment situation. Keep in mind we do not know in advance how much the model will decide to invest it will be between $0 and $100,000.

2.2 1.2 1.7 3.1 2.4 1.8 2 1.4 STOCK 1.8 INTL STOCK INTL BOND BAL BOND BAL XYZ 2.7 INTL ABC STOCK VAN FID JPM JPM XYZ VAN FID TRP -0.044 -0.013 -0.036 -0.042 0.071 0.063 -0.021 0.046 0.071 Risk Measure Type Company RET1 RET2 RET3 Green Social -0.021 0.106 0.151 0.212 0.123 0.117 0.247 0.122 0.137 0.188 0.203 -0.052 0.04 0.053 0.02 -0.04 0.023 -0.033 0.069 -0.022 0.051 4 5 6 3 4 5.5 7.5 1 4.4 6.5 3.2 3 7.1 4.2 4.4 5.2 3.8 6.1 3 5 2.2 1.2 1.7 3.1 2.4 1.8 2 1.4 STOCK 1.8 INTL STOCK INTL BOND BAL BOND BAL XYZ 2.7 INTL ABC STOCK VAN FID JPM JPM XYZ VAN FID TRP -0.044 -0.013 -0.036 -0.042 0.071 0.063 -0.021 0.046 0.071 Risk Measure Type Company RET1 RET2 RET3 Green Social -0.021 0.106 0.151 0.212 0.123 0.117 0.247 0.122 0.137 0.188 0.203 -0.052 0.04 0.053 0.02 -0.04 0.023 -0.033 0.069 -0.022 0.051 4 5 6 3 4 5.5 7.5 1 4.4 6.5 3.2 3 7.1 4.2 4.4 5.2 3.8 6.1 3 5