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Stock in Company A sells for $ 8 6 a share and has a 3 - year average annual return of $ 2 5 a

Stock in Company A sells for $86 a share and has a 3-year average annual return of $25 a share. The beta value is 1.21. Stock in Company B sells for $82 a share and has a 3-year average annual return of $18 a share. The beta value is 107. Derek wants to spend no more than $17,000 investing in these two stocks, but he wants to earn at least $2100 in annual revenue Derek also wants to minimize the risk. Determine the number of shares of each stock that Derek should buy.
Set up the linear programming problem. Let a represent the number of shares of stock in Company A,b represent the number of shares of stock in Company B, and z represent the total beta value.
|z||=
subject to86a+82b
25a+18b
a0,b0.
(Use integers or decimals for any numbers in the expressions. Do not include the $ symbol in your answers.)
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