Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Question 3 /15/ An Investec analyst is looking to invest R180,000 in hopes of getting the highest return possible. There are four investment options available:

image text in transcribed
Question 3 /15/ An Investec analyst is looking to invest R180,000 in hopes of getting the highest return possible. There are four investment options available: bonds, mutual funds, stocks, or a savings account yielding interest. The bonds give a 4% annual return, mutual funds give an 9% return, stocks give a 12% return, and the savings account gives a 3% return with all investments being subject to risk. To control for risk, the following constraints are put into place: a) No more than 12% of the total investment can be put into stocks. b) At most 30% must be invested in mutual funds and/or the savings account. c) The amount put in the bonds must be no more than the amount put into the other investments combined. d) The ratio of money invested in mutual funds to the amount invested in stocks and the savings account should be at least 2 to 1. e) All the R180,000 must be invested and no shorting is allowed. Formulate a linear programming model for this problem to get the highest return (i.e., Define your decision variables, objective function and constraints). How much of the budget should be invested into each investment option? (Show your workings in Microsoft Excel) 2 Question 3 /15/ An Investec analyst is looking to invest R180,000 in hopes of getting the highest return possible. There are four investment options available: bonds, mutual funds, stocks, or a savings account yielding interest. The bonds give a 4% annual return, mutual funds give an 9% return, stocks give a 12% return, and the savings account gives a 3% return with all investments being subject to risk. To control for risk, the following constraints are put into place: a) No more than 12% of the total investment can be put into stocks. b) At most 30% must be invested in mutual funds and/or the savings account. c) The amount put in the bonds must be no more than the amount put into the other investments combined. d) The ratio of money invested in mutual funds to the amount invested in stocks and the savings account should be at least 2 to 1. e) All the R180,000 must be invested and no shorting is allowed. Formulate a linear programming model for this problem to get the highest return (i.e., Define your decision variables, objective function and constraints). How much of the budget should be invested into each investment option? (Show your workings in Microsoft Excel) 2

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Options Futures And Other Derivatives

Authors: John C. Hull

8th Edition

0132164949, 9780132164948

More Books

Students also viewed these Finance questions