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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 1.22.

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 1.22. Stock in Company B sells for $81 a share and has a 3-year average annual return of $18 a share. The beta value is 1.11. Derek wants to spend no more than $19,000 investing in these two stocks, but he wants to earn at least $2900 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. Minimize z= 1.22a 1.11b subject to 92a 81b s 19,000 21a 18b 2 2900 a20, b20. (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 share

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