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Stock in Company A sells for $ 8 7 a share and has a 3 - year average annual return of $ 2 4 a

Stock in Company A sells for $87 a share and has a 3-year average annual return of $24 a share. The beta value is 1.04. Stock in Company B sells
for $83 a share and has a 3-year average annual return of $19 a share. The beta value is 1.18. Derek wants to spend no more than $17,000
investing in these two stocks, but he wants to earn at least $2200 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=1.04a+1.18b
87a+83b17000
24a+19b2200
a0,b0.
subject to
87a+83b17000
24a+19b2200
a0,b0.
(Use integers or decimals for any numbers in the expressions. Do not include the $ symbol in your answers.)
Derek should buy , share(s) of stock in Company A and 0 share(s) of stock in Company B.
(Round to the nearest integer as needed.)
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