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Stock in Company A sells for $ 9 2 a share and has a 3 - year average annual return of $ 2 1 a

Stock in Company A sells for $92 a share and has a 3-year average annual return of $21 a share. The beta value is 1.26. Stock in Company B sells for $84 a share and has a 3-year average annual return of $15 a share. The beta value is 1.13. Derek wants to spend no more than $16,000 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=
subject to
[
]
(Use integers or decimals for any numbers in the expressions. Do not include the $ symbol in your answers.
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